+310.0%
FIS vs ELV
+2,444.2%
-2,134.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.8% | -0.4% |
| 7D | +1.1% | +3.3% | -2.2% | +0.1% |
| 30D | -2.2% | +4.2% | -6.4% | -3.5% |
| 3M | +2.1% | -0.1% | +2.2% | +1.6% |
| 6M | -14.7% | +41.3% | -55.9% | -23.9% |
| YTD | -35.7% | +17.4% | -53.1% | -39.8% |
| 1Y | -37.1% | +35.1% | -72.1% | -43.8% |
| 3Y | -20.0% | -3.2% | -16.8% | -22.9% |
| 5Y | -62.1% | +15.6% | -77.7% | -66.1% |
| 10Y | -37.4% | +276.8% | -314.2% | -62.3% |
| All | +310.0% | +2,444.2% | -2,134.3% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling