-53.1%
FISV vs EL
-69.0%
+15.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.3% |
| 7D | -2.7% | -6.5% | +3.8% | -1.3% |
| 30D | 0.0% | +11.1% | -11.1% | -2.3% |
| 3M | -2.8% | +10.7% | -13.5% | -5.1% |
| 6M | -11.8% | +6.9% | -18.7% | -13.9% |
| YTD | -23.2% | -6.3% | -16.9% | -23.5% |
| 1Y | -62.0% | +13.5% | -75.5% | -63.6% |
| 3Y | -57.6% | -33.1% | -24.6% | -56.0% |
| All | -53.1% | -69.0% | +15.9% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling