-0.6%
FISV vs ELF
+334.6%
-335.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.8% | -3.4% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -3.0% | +5.9% | -8.9% | -3.7% |
| 3M | -3.5% | +99.5% | -103.0% | -12.2% |
| 6M | -19.4% | +26.5% | -45.9% | -22.5% |
| YTD | -24.3% | +37.2% | -61.5% | -28.2% |
| 1Y | -62.4% | -24.4% | -38.0% | -61.9% |
| 3Y | -58.2% | -23.3% | -34.9% | -60.1% |
| 5Y | -56.5% | +245.2% | -301.7% | -68.9% |
| All | -0.6% | +334.6% | -335.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling