-58.1%
FIS vs ELAN
-25.7%
-32.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.3% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | -7.8% | +8.4% | -16.2% | -9.8% |
| 3M | +0.8% | +1.2% | -0.4% | -0.1% |
| 6M | -21.9% | +2.6% | -24.5% | -23.9% |
| YTD | -39.5% | +5.9% | -45.4% | -41.7% |
| 1Y | -41.0% | +25.8% | -66.8% | -46.0% |
| 3Y | -23.6% | +106.8% | -130.4% | -44.4% |
| 5Y | -65.6% | -29.3% | -36.4% | -65.0% |
| All | -58.1% | -25.7% | -32.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling