+432.4%
FISV vs ELV
+2,378.1%
-1,945.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -4.0% |
| 7D | -6.4% | -2.2% | -4.2% | -5.7% |
| 30D | -6.8% | -0.2% | -6.6% | -6.8% |
| 3M | -10.0% | -6.1% | -3.9% | -8.7% |
| 6M | -20.6% | +42.8% | -63.4% | -29.8% |
| YTD | -27.6% | +14.4% | -42.0% | -31.8% |
| 1Y | -64.3% | +28.6% | -92.9% | -67.7% |
| 3Y | -60.0% | -7.4% | -52.6% | -61.0% |
| 5Y | -57.7% | +14.5% | -72.2% | -62.4% |
| 10Y | -3.0% | +257.4% | -260.4% | -43.1% |
| All | +432.4% | +2,378.1% | -1,945.6% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling