+3,002.8%
FISV vs EL
+1,821.4%
+1,181.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.4% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +38.4% | +10.0% | +28.4% | +34.6% |
| 3M | +14.9% | +28.4% | -13.5% | +6.3% |
| 6M | +21.8% | +37.1% | -15.3% | +9.9% |
| YTD | -5.0% | +7.8% | -12.9% | -9.6% |
| 1Y | -1.2% | +26.0% | -27.2% | -10.3% |
| 3Y | -47.5% | +3.8% | -51.4% | -52.6% |
| 5Y | -36.7% | -65.2% | +28.4% | -22.2% |
| 10Y | +26.9% | +62.1% | -35.3% | -3.5% |
| All | +3,002.8% | +1,821.4% | +1,181.4% | +999.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling