+121.1%
EEM vs FIS
-53.2%
+174.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.3% |
| 7D | +2.7% | +2.8% | -0.1% | +1.9% |
| 30D | -5.4% | -16.7% | +11.3% | -2.7% |
| 3M | -8.6% | -32.3% | +23.6% | -1.1% |
| 6M | -8.9% | -29.1% | +20.2% | -3.4% |
| YTD | +11.9% | -54.1% | +66.1% | +33.8% |
| 1Y | +13.1% | -53.7% | +66.8% | +34.7% |
| 3Y | +70.7% | -38.8% | +109.5% | +81.5% |
| 5Y | +31.8% | -71.1% | +102.9% | +75.7% |
| All | +121.1% | -53.2% | +174.3% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling