-3.7%
FISV vs ELV
+42.6%
-46.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +5.4% |
| 7D | +29.6% | +4.8% | +24.9% | +28.6% |
| 30D | +34.5% | +10.1% | +24.4% | +32.7% |
| 3M | +11.2% | +15.4% | -4.1% | +9.1% |
| 6M | -1.2% | +17.7% | -18.9% | -3.6% |
| YTD | -7.6% | +25.7% | -33.3% | -10.7% |
| 1Y | -3.7% | +39.9% | -43.6% | -8.7% |
| All | -3.7% | +42.6% | -46.4% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling