+23.7%
EW vs FIS
-54.6%
+78.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +9.3% | -27.4% | +36.7% | +11.5% |
| 30D | +22.1% | -16.8% | +38.9% | +20.9% |
| 3M | +13.0% | -32.6% | +45.7% | +17.0% |
| 6M | +30.1% | -33.4% | +63.5% | +34.5% |
| YTD | +22.0% | -56.0% | +78.0% | +37.7% |
| 1Y | +23.7% | -55.1% | +78.8% | +38.4% |
| All | +23.7% | -54.6% | +78.3% | +38.4% |
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