+236.1%
EW vs FIS
-55.6%
+291.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +9.3% | -27.4% | +36.7% | +19.5% |
| 30D | +22.1% | -16.8% | +38.9% | +26.7% |
| 3M | +13.0% | -32.6% | +45.7% | +26.4% |
| 6M | +30.1% | -33.4% | +63.5% | +45.4% |
| YTD | +22.0% | -56.0% | +78.0% | +58.5% |
| 1Y | +23.7% | -55.1% | +78.8% | +59.3% |
| 3Y | +62.0% | -41.4% | +103.4% | +81.1% |
| 5Y | -12.4% | -72.7% | +60.2% | +33.0% |
| 10Y | +236.1% | -55.5% | +291.5% | +279.1% |
| All | +236.1% | -55.6% | +291.6% | +279.1% |
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