-39.1%
FIS vs ELF
+334.6%
-373.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.0% | -5.4% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | -7.8% | +5.9% | -13.7% | -8.4% |
| 3M | +0.8% | +99.5% | -98.7% | -6.1% |
| 6M | -21.9% | +26.5% | -48.4% | -24.3% |
| YTD | -39.5% | +37.2% | -76.7% | -41.9% |
| 1Y | -41.0% | -24.4% | -16.6% | -40.6% |
| 3Y | -23.6% | -23.3% | -0.3% | -26.7% |
| 5Y | -65.6% | +245.2% | -310.8% | -74.2% |
| All | -39.1% | +334.6% | -373.7% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling