-51.1%
FIS vs ELAN
+13.9%
-64.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.0% | -26.7% | -23.9% |
| 7D | -18.4% | +11.7% | -30.2% | -19.4% |
| 30D | -11.4% | +12.4% | -23.8% | -12.5% |
| 3M | -32.0% | -1.1% | -30.9% | -32.1% |
| 6M | -35.6% | +12.4% | -48.0% | -37.0% |
| YTD | -53.8% | +11.8% | -65.6% | -55.2% |
| 1Y | -51.1% | +12.5% | -63.6% | -52.7% |
| All | -51.1% | +13.9% | -64.9% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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