+62.4%
EWY vs FIS
-50.5%
+113.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -23.7% | +21.8% | -7.4% |
| 7D | -8.3% | -18.4% | +10.1% | -11.1% |
| 30D | -20.5% | -11.4% | -9.2% | -20.4% |
| 3M | -11.1% | -32.0% | +20.9% | -18.7% |
| 6M | -7.0% | -35.6% | +28.6% | -11.9% |
| YTD | +56.5% | -53.8% | +110.3% | +53.3% |
| 1Y | +62.4% | -51.1% | +113.5% | +56.2% |
| All | +62.4% | -50.5% | +113.0% | +56.2% |
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