-53.1%
FISV vs ELAN
-30.9%
-22.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.1% | +5.2% |
| 7D | -2.7% | -5.4% | +2.7% | -1.9% |
| 30D | 0.0% | +4.7% | -4.7% | -0.6% |
| 3M | -2.8% | -3.7% | +0.9% | -2.5% |
| 6M | -11.8% | -1.2% | -10.6% | -12.4% |
| YTD | -23.2% | +2.4% | -25.6% | -24.2% |
| 1Y | -62.0% | +23.4% | -85.4% | -63.7% |
| 3Y | -57.6% | +96.7% | -154.3% | -64.4% |
| All | -53.1% | -30.9% | -22.2% | -48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling