+64.2%
EWZ vs FIS
-55.0%
+119.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | 0.0% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | -25.9% | -19.4% | -6.4% | -22.1% |
| 3M | -6.1% | -31.6% | +25.4% | +4.1% |
| 6M | -16.1% | -32.5% | +16.4% | -7.2% |
| YTD | +1.0% | -56.0% | +57.0% | +30.0% |
| 1Y | 0.0% | -55.5% | +55.5% | +27.9% |
| 3Y | +16.8% | -41.3% | +58.1% | +28.8% |
| 5Y | +52.1% | -72.3% | +124.3% | +127.1% |
| All | +64.2% | -55.0% | +119.3% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling