+66.5%
EWZ vs FIS
-53.2%
+119.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | 0.0% |
| 7D | +0.8% | +2.8% | -2.1% | -0.3% |
| 30D | -24.4% | -16.7% | -7.6% | -21.3% |
| 3M | -4.6% | -32.3% | +27.7% | +6.4% |
| 6M | -11.6% | -29.1% | +17.5% | -3.8% |
| YTD | +2.4% | -54.1% | +56.5% | +30.0% |
| 1Y | +2.1% | -53.7% | +55.8% | +28.9% |
| 3Y | +18.7% | -38.8% | +57.6% | +29.1% |
| 5Y | +54.2% | -71.1% | +125.3% | +127.1% |
| All | +66.5% | -53.2% | +119.7% | +101.3% |
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