-53.1%
FISV vs ELV
+24.6%
-77.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.5% | +0.5% | +5.1% |
| 7D | -2.7% | +2.8% | -5.4% | -3.1% |
| 30D | 0.0% | +4.9% | -4.9% | -0.8% |
| 3M | -2.8% | +4.9% | -7.7% | -3.8% |
| 6M | -11.8% | +45.1% | -56.9% | -17.5% |
| YTD | -23.2% | +20.7% | -43.9% | -26.1% |
| 1Y | -62.0% | +35.0% | -97.0% | -64.1% |
| 3Y | -57.6% | -2.4% | -55.2% | -58.0% |
| All | -53.1% | +24.6% | -77.7% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling