+230.6%
FIS vs EL
+619.5%
-388.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.9% |
| 7D | -25.5% | +0.8% | -26.2% | -26.2% |
| 30D | -15.1% | +16.5% | -31.6% | -19.6% |
| 3M | -32.1% | +29.2% | -61.3% | -38.3% |
| 6M | -36.1% | +27.9% | -64.0% | -42.0% |
| YTD | -55.4% | +6.2% | -61.6% | -57.9% |
| 1Y | -53.9% | +27.2% | -81.0% | -59.1% |
| 3Y | -39.8% | +3.2% | -43.0% | -46.7% |
| 5Y | -71.1% | -66.0% | -5.1% | -63.5% |
| 10Y | -53.8% | +58.3% | -112.2% | -66.2% |
| All | +230.6% | +619.5% | -388.9% | +34.3% |
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