-51.1%
FIS vs ELF
-3.2%
-47.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.9% | -25.6% | -23.8% |
| 7D | -18.4% | -1.5% | -16.9% | -18.3% |
| 30D | -11.4% | +9.5% | -20.9% | -12.1% |
| 3M | -32.0% | +29.4% | -61.3% | -33.5% |
| 6M | -35.6% | +83.7% | -119.3% | -38.6% |
| YTD | -53.8% | +49.4% | -103.2% | -55.1% |
| 1Y | -51.1% | -3.9% | -47.1% | -52.3% |
| All | -51.1% | -3.2% | -47.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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