-65.0%
FIS vs ELAN
-30.9%
-34.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -7.9% | -5.4% | -2.5% | -6.7% |
| 30D | -8.0% | +4.7% | -12.7% | -9.0% |
| 3M | +0.6% | -3.7% | +4.3% | +1.0% |
| 6M | -22.2% | -1.2% | -21.0% | -23.3% |
| YTD | -40.8% | +2.4% | -43.2% | -42.2% |
| 1Y | -41.5% | +23.4% | -64.9% | -45.7% |
| 3Y | -25.5% | +96.7% | -122.2% | -43.8% |
| All | -65.0% | -30.9% | -34.1% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling