-8.9%
EEM vs FIS
-29.3%
+20.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | +0.1% |
| 7D | +2.7% | +2.8% | -0.1% | +3.0% |
| 30D | -5.4% | -16.7% | +11.3% | -6.4% |
| 3M | -8.6% | -32.3% | +23.6% | -14.3% |
| 6M | -8.9% | -29.1% | +20.2% | -11.6% |
| All | -8.9% | -29.3% | +20.4% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling