-42.7%
FIS vs EL
+12.1%
-54.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.6% | -3.0% |
| 7D | -9.1% | -2.4% | -6.7% | -8.7% |
| 30D | -10.4% | +13.7% | -24.1% | -12.1% |
| 3M | -3.7% | +14.5% | -18.2% | -5.8% |
| 6M | -24.8% | +7.4% | -32.2% | -25.9% |
| YTD | -41.6% | -4.7% | -36.9% | -41.9% |
| 1Y | -42.7% | +12.9% | -55.7% | -45.1% |
| All | -42.7% | +12.1% | -54.8% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling