+52.2%
EW vs FIS
-39.8%
+92.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.6% |
| 7D | +11.0% | -25.5% | +36.5% | +14.6% |
| 30D | +19.1% | -15.1% | +34.1% | +19.5% |
| 3M | +14.4% | -32.1% | +46.5% | +20.1% |
| 6M | +22.8% | -36.1% | +58.8% | +30.2% |
| YTD | +19.8% | -55.4% | +75.2% | +36.5% |
| 1Y | +23.9% | -53.9% | +77.8% | +40.1% |
| 3Y | +52.2% | -39.8% | +92.0% | +61.0% |
| All | +52.2% | -39.8% | +92.0% | +61.0% |
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 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