-52.4%
FIS vs EL
+62.2%
-114.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +3.8% |
| 7D | +2.8% | +1.5% | +1.3% | +2.4% |
| 30D | -16.7% | +10.0% | -26.7% | -19.6% |
| 3M | -32.3% | +28.4% | -60.7% | -37.9% |
| 6M | -29.1% | +37.1% | -66.1% | -36.6% |
| YTD | -54.1% | +7.8% | -62.0% | -56.7% |
| 1Y | -53.7% | +26.0% | -79.8% | -58.5% |
| 3Y | -38.8% | +3.8% | -42.7% | -45.7% |
| 5Y | -71.1% | -65.2% | -5.9% | -60.7% |
| All | -52.4% | +62.2% | -114.6% | -61.4% |
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