+124.0%
EW vs FIS
-39.9%
+163.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.2% |
| 7D | -3.4% | -8.9% | +5.5% | 0.0% |
| 30D | -7.4% | -9.9% | +2.6% | -3.9% |
| 3M | +0.9% | 0.0% | +0.9% | +0.3% |
| 6M | +1.2% | -22.9% | +24.1% | +10.4% |
| YTD | +1.8% | -40.9% | +42.7% | +22.4% |
| 1Y | +10.8% | -40.4% | +51.3% | +32.5% |
| 3Y | +17.1% | -25.4% | +42.5% | +23.9% |
| 5Y | -28.2% | -64.8% | +36.6% | +3.0% |
| All | +124.0% | -39.9% | +163.8% | +134.1% |
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