+15.6%
EMR vs FIS
-42.9%
+58.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.1% |
| 7D | +0.9% | -9.1% | +10.0% | +1.2% |
| 30D | -5.0% | -10.4% | +5.5% | -4.6% |
| 3M | +5.9% | -3.7% | +9.6% | +5.8% |
| 6M | +7.3% | -24.8% | +32.1% | +10.5% |
| YTD | +14.6% | -41.6% | +56.1% | +21.2% |
| 1Y | +15.6% | -42.7% | +58.4% | +23.5% |
| All | +15.6% | -42.9% | +58.5% | +23.5% |
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