-37.1%
FIS vs ELV
+34.8%
-71.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.7% |
| 7D | +1.1% | +3.3% | -2.2% | +0.8% |
| 30D | -2.2% | +4.2% | -6.4% | -2.6% |
| 3M | +2.1% | -0.1% | +2.2% | +1.9% |
| 6M | -14.7% | +41.3% | -55.9% | -17.8% |
| YTD | -35.7% | +17.4% | -53.1% | -36.4% |
| 1Y | -37.1% | +35.1% | -72.1% | -39.5% |
| All | -37.1% | +34.8% | -71.9% | -39.5% |
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