-60.0%
FISV vs ELF
-27.2%
-32.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -4.0% |
| 7D | -6.4% | -6.8% | +0.4% | -5.8% |
| 30D | -6.8% | +5.1% | -11.9% | -7.3% |
| 3M | -10.0% | +79.8% | -89.7% | -14.8% |
| 6M | -20.6% | +29.7% | -50.3% | -22.9% |
| YTD | -27.6% | +31.6% | -59.2% | -29.8% |
| 1Y | -64.3% | -27.9% | -36.4% | -64.2% |
| All | -60.0% | -27.2% | -32.8% | -61.7% |
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