+50.3%
EWZ vs FIS
-54.6%
+104.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.4% |
| 7D | +1.4% | -29.4% | +30.8% | +12.0% |
| 30D | -25.1% | -16.7% | -8.4% | -22.1% |
| 3M | -7.7% | -33.0% | +25.2% | +3.2% |
| 6M | -15.8% | -33.3% | +17.5% | -6.4% |
| YTD | +3.6% | -56.0% | +59.6% | +33.5% |
| 1Y | +5.5% | -54.6% | +60.1% | +34.0% |
| 3Y | +22.1% | -40.6% | +62.8% | +34.1% |
| 5Y | +58.3% | -71.9% | +130.3% | +134.8% |
| 10Y | +50.3% | -55.3% | +105.6% | +84.3% |
| All | +50.3% | -54.6% | +104.9% | +84.3% |
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