-38.8%
FIS vs EL
+3.0%
-41.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.0% | +4.0% |
| 7D | +2.8% | +1.5% | +1.3% | +2.6% |
| 30D | -16.7% | +10.0% | -26.7% | -18.1% |
| 3M | -32.3% | +28.4% | -60.7% | -35.2% |
| 6M | -29.1% | +37.1% | -66.1% | -32.9% |
| YTD | -54.1% | +7.8% | -62.0% | -55.3% |
| 1Y | -53.7% | +26.0% | -79.8% | -56.1% |
| 3Y | -38.8% | +3.8% | -42.7% | -44.0% |
| All | -38.8% | +3.0% | -41.8% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling