+22.6%
EFA vs FIS
-37.2%
+59.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | +0.6% | +1.1% | -0.5% | +0.6% |
| 30D | +0.9% | -2.2% | +3.1% | +0.9% |
| 3M | +4.9% | +2.1% | +2.7% | +4.8% |
| 6M | +8.6% | -14.7% | +23.2% | +9.6% |
| YTD | +14.6% | -35.7% | +50.3% | +20.3% |
| 1Y | +22.6% | -37.1% | +59.7% | +29.0% |
| All | +22.6% | -37.2% | +59.8% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling