+16.9%
EFA vs FIS
-50.5%
+67.4%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -23.7% | +26.2% | +2.0% |
| 7D | +2.0% | -18.4% | +20.4% | +1.3% |
| 30D | +1.6% | -11.4% | +13.0% | +0.8% |
| 3M | -1.5% | -32.0% | +30.5% | -1.8% |
| 6M | +6.6% | -35.6% | +42.2% | +6.7% |
| YTD | +11.8% | -53.8% | +65.6% | +18.7% |
| 1Y | +16.9% | -51.1% | +67.9% | +21.5% |
| All | +16.9% | -50.5% | +67.4% | +21.5% |
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 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