+749.3%
EEM vs FIS
+218.1%
+531.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.1% | +4.7% | +1.3% |
| 7D | +5.3% | -3.5% | +8.8% | +6.8% |
| 30D | -7.0% | -19.4% | +12.4% | -0.6% |
| 3M | -8.0% | -31.6% | +23.6% | +5.3% |
| 6M | -6.6% | -32.5% | +25.9% | +6.0% |
| YTD | +12.3% | -56.0% | +68.3% | +54.0% |
| 1Y | +12.2% | -55.5% | +67.7% | +52.9% |
| 3Y | +71.2% | -41.3% | +112.5% | +94.5% |
| 5Y | +32.2% | -72.3% | +104.5% | +104.3% |
| 10Y | +120.3% | -55.0% | +175.3% | +130.5% |
| All | +749.3% | +218.1% | +531.2% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling