+142.8%
EFA vs FIS
-39.8%
+182.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.5% | -7.9% | +6.4% | +0.7% |
| 30D | -1.7% | -8.0% | +6.3% | +0.5% |
| 3M | +3.5% | +0.6% | +2.9% | +2.5% |
| 6M | +9.5% | -22.2% | +31.7% | +16.3% |
| YTD | +12.9% | -40.8% | +53.7% | +30.0% |
| 1Y | +18.2% | -41.5% | +59.7% | +36.4% |
| 3Y | +64.8% | -25.5% | +90.3% | +72.1% |
| 5Y | +53.9% | -64.8% | +118.7% | +101.5% |
| All | +142.8% | -39.8% | +182.5% | +174.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling