+854.3%
EEM vs FIS
+364.5%
+489.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.3% |
| 7D | +2.3% | +1.1% | +1.2% | +1.8% |
| 30D | +4.5% | -2.2% | +6.8% | +5.3% |
| 3M | -0.1% | +2.1% | -2.2% | -2.6% |
| 6M | +16.9% | -14.7% | +31.6% | +22.7% |
| YTD | +26.2% | -35.7% | +61.9% | +50.8% |
| 1Y | +40.5% | -37.1% | +77.6% | +68.7% |
| 3Y | +86.2% | -20.0% | +106.2% | +90.2% |
| 5Y | +45.5% | -62.1% | +107.6% | +102.2% |
| 10Y | +128.6% | -37.4% | +166.0% | +114.9% |
| All | +854.3% | +364.5% | +489.8% | +156.0% |
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