+62.1%
EMR vs FIS
-18.3%
+80.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -5.6% | -2.2% | -3.4% | -5.2% |
| 3M | +7.9% | +2.1% | +5.8% | +6.8% |
| 6M | +6.0% | -14.7% | +20.7% | +9.8% |
| YTD | +16.4% | -35.7% | +52.1% | +32.1% |
| 1Y | +16.6% | -37.1% | +53.7% | +33.0% |
| All | +62.1% | -18.3% | +80.4% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling