+18.3%
EFA vs FIS
-41.7%
+60.0%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | -2.4% | -8.9% | +6.5% | -2.1% |
| 30D | -2.2% | -9.9% | +7.7% | -2.0% |
| 3M | +5.7% | 0.0% | +5.7% | +5.5% |
| 6M | +8.2% | -22.9% | +31.1% | +9.6% |
| YTD | +11.8% | -40.9% | +52.6% | +17.5% |
| 1Y | +18.3% | -40.4% | +58.7% | +24.2% |
| All | +18.3% | -41.7% | +60.0% | +24.2% |
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