+226.1%
FIS vs EL
+639.7%
-413.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.2% |
| 7D | -29.4% | +8.0% | -37.4% | -31.5% |
| 30D | -16.7% | +15.4% | -32.2% | -21.0% |
| 3M | -33.0% | +28.5% | -61.5% | -38.9% |
| 6M | -33.3% | +32.2% | -65.6% | -40.1% |
| YTD | -56.0% | +9.2% | -65.2% | -58.9% |
| 1Y | -54.6% | +30.8% | -85.4% | -60.0% |
| 3Y | -40.6% | +3.7% | -44.3% | -47.5% |
| 5Y | -71.9% | -64.8% | -7.2% | -64.9% |
| 10Y | -55.3% | +60.0% | -115.4% | -67.4% |
| All | +226.1% | +639.7% | -413.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling