-47.5%
FISV vs ELF
+24.2%
-71.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.2% | +3.3% |
| 7D | +1.4% | +1.6% | -0.2% | +1.3% |
| 30D | +38.4% | +9.1% | +29.3% | +37.3% |
| 3M | +14.9% | +28.2% | -13.3% | +12.2% |
| 6M | +21.8% | +119.5% | -97.8% | +13.0% |
| YTD | -5.0% | +55.2% | -60.2% | -9.4% |
| 1Y | -1.2% | +58.6% | -59.8% | -5.9% |
| 3Y | -47.5% | +21.3% | -68.8% | -51.6% |
| All | -47.5% | +24.2% | -71.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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