+164.3%
EWY vs FIS
-37.2%
+201.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.3% |
| 7D | +4.8% | +1.1% | +3.7% | +5.2% |
| 30D | +11.7% | -2.2% | +13.9% | +10.9% |
| 3M | -7.4% | +2.1% | -9.5% | -5.5% |
| 6M | +40.6% | -14.7% | +55.2% | +41.9% |
| YTD | +94.3% | -35.7% | +130.0% | +91.6% |
| 1Y | +164.3% | -37.1% | +201.3% | +162.5% |
| All | +164.3% | -37.2% | +201.5% | +162.5% |
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