-53.1%
FISV vs ELF
+217.5%
-270.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +5.3% |
| 7D | -2.7% | -11.6% | +9.0% | -1.4% |
| 30D | 0.0% | +4.6% | -4.6% | -0.5% |
| 3M | -2.8% | +59.7% | -62.5% | -7.8% |
| 6M | -11.8% | +21.2% | -33.0% | -14.2% |
| YTD | -23.2% | +27.4% | -50.7% | -25.8% |
| 1Y | -62.0% | -29.8% | -32.2% | -61.5% |
| 3Y | -57.6% | -28.5% | -29.2% | -59.0% |
| All | -53.1% | +217.5% | -270.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling