-42.7%
FIS vs ELF
-27.0%
-15.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.6% | -3.1% |
| 7D | -9.1% | -6.8% | -2.3% | -8.5% |
| 30D | -10.4% | +5.1% | -15.5% | -10.8% |
| 3M | -3.7% | +79.8% | -83.5% | -8.1% |
| 6M | -24.8% | +29.7% | -54.5% | -26.6% |
| YTD | -41.6% | +31.6% | -73.2% | -42.7% |
| 1Y | -42.7% | -27.9% | -14.8% | -42.0% |
| All | -42.7% | -27.0% | -15.7% | -42.0% |
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