-41.5%
FIS vs ELV
+36.0%
-77.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -7.9% | +3.2% | -11.1% | -8.2% |
| 30D | -8.0% | +5.4% | -13.3% | -8.5% |
| 3M | +0.6% | +5.4% | -4.8% | -0.2% |
| 6M | -22.2% | +45.7% | -67.9% | -25.1% |
| YTD | -40.8% | +21.2% | -62.0% | -41.5% |
| 1Y | -41.5% | +35.6% | -77.1% | -42.9% |
| All | -41.5% | +36.0% | -77.5% | -42.9% |
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