+47.0%
EEM vs FIS
-64.6%
+111.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +1.0% |
| 7D | +3.1% | -3.5% | +6.5% | +3.6% |
| 30D | +4.9% | -7.8% | +12.7% | +6.0% |
| 3M | +5.2% | +0.8% | +4.4% | +4.5% |
| 6M | +20.7% | -21.9% | +42.6% | +24.8% |
| YTD | +26.5% | -39.5% | +66.0% | +36.9% |
| 1Y | +37.8% | -41.0% | +78.8% | +49.7% |
| 3Y | +91.0% | -23.6% | +114.6% | +94.9% |
| 5Y | +47.0% | -65.6% | +112.7% | +69.8% |
| All | +47.0% | -64.6% | +111.6% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling