-17.7%
FISV vs ELV
+45.6%
-63.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.4% | -0.1% |
| 7D | -7.2% | +0.4% | -7.6% | -7.3% |
| 30D | -7.2% | +6.7% | -13.9% | -8.0% |
| 3M | -8.2% | +3.0% | -11.1% | -9.0% |
| 6M | -17.7% | +48.0% | -65.6% | -26.0% |
| All | -17.7% | +45.6% | -63.3% | -26.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling