+2.0%
FISV vs EL
+26.1%
-24.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | -2.7% | -6.5% | +3.8% | -0.7% |
| 30D | 0.0% | +11.1% | -11.1% | -3.3% |
| 3M | -2.8% | +10.7% | -13.5% | -6.2% |
| 6M | -11.8% | +6.9% | -18.7% | -14.8% |
| YTD | -23.2% | -6.3% | -16.9% | -23.6% |
| 1Y | -62.0% | +13.5% | -75.5% | -64.4% |
| 3Y | -57.6% | -33.1% | -24.6% | -55.7% |
| 5Y | -53.4% | -68.8% | +15.4% | -34.9% |
| All | +2.0% | +26.1% | -24.1% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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