+226.4%
EWY vs FIS
-26.4%
+252.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.4% |
| 7D | +6.7% | -9.1% | +15.7% | +6.5% |
| 30D | +17.0% | -10.4% | +27.4% | +16.7% |
| 3M | +3.7% | -3.7% | +7.3% | +2.9% |
| 6M | +42.5% | -24.8% | +67.3% | +46.0% |
| YTD | +96.2% | -41.6% | +137.8% | +110.9% |
| 1Y | +160.4% | -42.7% | +203.1% | +180.7% |
| All | +226.4% | -26.4% | +252.9% | +207.7% |
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