-55.1%
FIS vs ELF
+383.9%
-439.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -8.0% | -2.8% |
| 7D | -25.5% | +4.0% | -29.5% | -25.8% |
| 30D | -15.1% | +10.6% | -25.6% | -16.0% |
| 3M | -32.1% | +25.8% | -57.9% | -33.8% |
| 6M | -36.1% | +89.1% | -125.1% | -40.3% |
| YTD | -55.4% | +52.7% | -108.1% | -57.7% |
| 1Y | -53.9% | +51.7% | -105.6% | -56.3% |
| 3Y | -39.8% | +14.2% | -54.0% | -44.7% |
| 5Y | -71.1% | +270.7% | -341.8% | -78.4% |
| 10Y | -53.8% | +341.9% | -395.8% | -69.7% |
| All | -55.1% | +383.9% | -439.0% | -70.5% |
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