+98.5%
EWY vs FIS
-71.2%
+169.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.2% |
| 7D | +4.2% | +2.8% | +1.4% | +3.9% |
| 30D | -10.7% | -16.7% | +6.1% | -9.5% |
| 3M | -20.1% | -32.3% | +12.2% | -17.1% |
| 6M | -24.3% | -29.1% | +4.7% | -22.4% |
| YTD | +46.9% | -54.1% | +101.0% | +63.8% |
| 1Y | +55.2% | -53.7% | +108.9% | +72.7% |
| 3Y | +157.0% | -38.8% | +195.8% | +163.8% |
| All | +98.5% | -71.2% | +169.8% | +138.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling