-55.5%
FIS vs EL
+60.9%
-116.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -27.4% | +7.6% | -35.0% | -29.3% |
| 30D | -16.8% | +15.7% | -32.5% | -20.8% |
| 3M | -32.6% | +30.5% | -63.2% | -38.5% |
| 6M | -33.4% | +32.5% | -65.9% | -39.8% |
| YTD | -56.0% | +9.4% | -65.5% | -58.7% |
| 1Y | -55.1% | +28.4% | -83.4% | -60.0% |
| 3Y | -41.4% | +4.4% | -45.9% | -48.1% |
| 5Y | -72.7% | -64.5% | -8.2% | -63.1% |
| 10Y | -55.5% | +64.9% | -120.3% | -64.3% |
| All | -55.5% | +60.9% | -116.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling