-52.4%
FIS vs ELV
+268.6%
-320.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | +1.0% | +1.9% | +2.5% |
| 30D | -16.7% | +0.4% | -17.1% | -17.2% |
| 3M | -32.3% | +8.4% | -40.7% | -34.3% |
| 6M | -29.1% | +8.4% | -37.5% | -31.6% |
| YTD | -54.1% | +24.4% | -78.5% | -58.2% |
| 1Y | -53.7% | +33.5% | -87.2% | -58.9% |
| 3Y | -38.8% | -2.1% | -36.8% | -41.4% |
| 5Y | -71.1% | +5.8% | -76.9% | -73.7% |
| All | -52.4% | +268.6% | -320.9% | -67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling