-62.0%
FISV vs ELV
+36.0%
-98.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -2.7% | +3.2% | -5.9% | -3.3% |
| 30D | 0.0% | +5.4% | -5.3% | -1.0% |
| 3M | -2.8% | +5.4% | -8.1% | -4.2% |
| 6M | -11.8% | +45.7% | -57.5% | -19.3% |
| YTD | -23.2% | +21.2% | -44.4% | -27.8% |
| 1Y | -62.0% | +35.6% | -97.6% | -64.6% |
| All | -62.0% | +36.0% | -98.0% | -64.6% |
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