+91.9%
EMR vs FIS
-71.8%
+163.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | +2.1% | -29.4% | +31.6% | +7.6% |
| 30D | +4.8% | -16.7% | +21.5% | +6.6% |
| 3M | +7.5% | -33.0% | +40.5% | +14.2% |
| 6M | +20.9% | -33.3% | +54.2% | +27.9% |
| YTD | +29.2% | -56.0% | +85.2% | +50.1% |
| 1Y | +33.0% | -54.6% | +87.6% | +53.3% |
| 3Y | +109.8% | -40.6% | +150.4% | +127.4% |
| 5Y | +91.9% | -71.9% | +163.9% | +142.0% |
| All | +91.9% | -71.8% | +163.7% | +142.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling