-51.1%
FIS vs ELV
+42.6%
-93.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.9% | -28.6% | -23.9% |
| 7D | -18.4% | +4.8% | -23.2% | -18.6% |
| 30D | -11.4% | +10.1% | -21.4% | -12.0% |
| 3M | -32.0% | +15.4% | -47.3% | -32.7% |
| 6M | -35.6% | +17.7% | -53.3% | -36.4% |
| YTD | -53.8% | +25.7% | -79.5% | -54.3% |
| 1Y | -51.1% | +39.9% | -90.9% | -52.7% |
| All | -51.1% | +42.6% | -93.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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