-17.4%
FIS vs EL
-29.8%
+12.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | -2.2% | +19.8% | -22.1% | -5.1% |
| 3M | +2.1% | +25.7% | -23.6% | -1.7% |
| 6M | -14.7% | +5.4% | -20.1% | -16.0% |
| YTD | -35.7% | +0.2% | -35.9% | -36.5% |
| 1Y | -37.1% | +20.4% | -57.5% | -39.9% |
| All | -17.4% | -29.8% | +12.4% | -17.8% |
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