-55.7%
FIS vs ELF
+397.3%
-453.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -1.6% |
| 7D | -29.4% | +7.8% | -37.2% | -30.0% |
| 30D | -16.7% | +9.3% | -26.0% | -17.6% |
| 3M | -33.0% | +21.2% | -54.2% | -34.4% |
| 6M | -33.3% | +96.1% | -129.4% | -38.0% |
| YTD | -56.0% | +57.0% | -113.0% | -58.4% |
| 1Y | -54.6% | +61.9% | -116.4% | -57.2% |
| 3Y | -40.6% | +20.0% | -60.7% | -45.8% |
| 5Y | -71.9% | +284.8% | -356.7% | -79.2% |
| 10Y | -55.3% | +364.2% | -419.5% | -70.8% |
| All | -55.7% | +397.3% | -453.0% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling