+280.0%
EMR vs FIS
-55.6%
+335.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | +0.7% | -27.4% | +28.1% | +10.4% |
| 30D | +3.5% | -16.8% | +20.4% | +7.6% |
| 3M | +5.9% | -32.6% | +38.6% | +18.7% |
| 6M | +19.4% | -33.4% | +52.8% | +33.1% |
| YTD | +27.7% | -56.0% | +83.7% | +66.6% |
| 1Y | +30.9% | -55.1% | +86.0% | +69.2% |
| 3Y | +104.2% | -41.4% | +145.6% | +129.9% |
| 5Y | +89.6% | -72.7% | +162.3% | +190.6% |
| 10Y | +280.0% | -55.5% | +335.5% | +400.4% |
| All | +280.0% | -55.6% | +335.6% | +400.4% |
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