+67.0%
EWZ vs FIS
-52.2%
+119.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -1.3% |
| 7D | +0.6% | +1.5% | -0.9% | 0.0% |
| 30D | -25.5% | -11.8% | -13.7% | -24.0% |
| 3M | -4.5% | -28.5% | +24.0% | +4.5% |
| 6M | -15.3% | -27.0% | +11.7% | -8.7% |
| YTD | +3.1% | -53.1% | +56.2% | +30.0% |
| 1Y | +1.2% | -52.8% | +54.0% | +27.1% |
| 3Y | +19.3% | -37.5% | +56.7% | +28.9% |
| 5Y | +52.3% | -71.1% | +123.3% | +126.2% |
| 10Y | +67.0% | -52.0% | +119.0% | +101.6% |
| All | +67.0% | -52.2% | +119.2% | +101.6% |
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