-20.6%
FISV vs ELF
+25.5%
-46.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.3% | -3.6% |
| 7D | -6.4% | -6.8% | +0.4% | -5.3% |
| 30D | -6.8% | +5.1% | -11.9% | -7.4% |
| 3M | -10.0% | +79.8% | -89.7% | -18.1% |
| 6M | -20.6% | +29.7% | -50.3% | -22.2% |
| All | -20.6% | +25.5% | -46.2% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling