+15.0%
EEM vs FIS
-50.5%
+65.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -23.7% | +24.5% | -1.3% |
| 7D | -3.0% | -18.4% | +15.4% | -4.3% |
| 30D | -10.3% | -11.4% | +1.0% | -10.7% |
| 3M | -6.6% | -32.0% | +25.3% | -9.6% |
| 6M | -3.4% | -35.6% | +32.2% | -5.3% |
| YTD | +13.2% | -53.8% | +67.0% | +14.5% |
| 1Y | +15.0% | -51.1% | +66.1% | +14.9% |
| All | +15.0% | -50.5% | +65.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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