-35.2%
FIS vs ELF
+357.0%
-392.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.1% |
| 7D | +1.1% | +5.4% | -4.3% | +0.5% |
| 30D | -2.2% | +27.0% | -29.2% | -4.7% |
| 3M | +2.1% | +113.2% | -111.1% | -5.6% |
| 6M | -14.7% | +36.6% | -51.2% | -17.9% |
| YTD | -35.7% | +44.2% | -79.9% | -38.6% |
| 1Y | -37.1% | -18.0% | -19.1% | -37.2% |
| 3Y | -20.0% | -19.9% | -0.1% | -23.6% |
| 5Y | -62.1% | +257.7% | -319.8% | -71.7% |
| All | -35.2% | +357.0% | -392.2% | -57.2% |
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