-38.8%
FIS vs ELV
-1.5%
-37.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.8% | +1.0% | +1.9% | +2.7% |
| 30D | -16.7% | +0.4% | -17.1% | -16.7% |
| 3M | -32.3% | +8.4% | -40.7% | -32.9% |
| 6M | -29.1% | +8.4% | -37.5% | -29.8% |
| YTD | -54.1% | +24.4% | -78.5% | -55.3% |
| 1Y | -53.7% | +33.5% | -87.2% | -55.3% |
| 3Y | -38.8% | -2.1% | -36.8% | -38.1% |
| All | -38.8% | -1.5% | -37.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling