-23.6%
FIS vs ELV
-6.4%
-17.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.7% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -7.8% | +2.0% | -9.8% | -8.0% |
| 3M | +0.8% | -3.5% | +4.3% | +1.1% |
| 6M | -21.9% | +40.2% | -62.1% | -25.1% |
| YTD | -39.5% | +15.8% | -55.3% | -40.6% |
| 1Y | -41.0% | +33.2% | -74.2% | -43.2% |
| 3Y | -23.6% | -6.2% | -17.4% | -24.9% |
| All | -23.6% | -6.4% | -17.3% | -24.9% |
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 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