-57.6%
FISV vs ELAN
+99.1%
-156.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.3% |
| 7D | -2.7% | -5.4% | +2.7% | -2.2% |
| 30D | 0.0% | +4.7% | -4.7% | -0.3% |
| 3M | -2.8% | -3.7% | +0.9% | -2.6% |
| 6M | -11.8% | -1.2% | -10.6% | -12.1% |
| YTD | -23.2% | +2.4% | -25.6% | -23.7% |
| 1Y | -62.0% | +23.4% | -85.4% | -63.0% |
| 3Y | -57.6% | +96.7% | -154.3% | -61.9% |
| All | -57.6% | +99.1% | -156.7% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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