+1.2%
EWZ vs FIS
-52.2%
+53.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +1.2% |
| 7D | +0.6% | +1.5% | -0.9% | +0.6% |
| 30D | -25.5% | -11.8% | -13.7% | -25.8% |
| 3M | -4.5% | -28.5% | +24.0% | -6.6% |
| 6M | -15.3% | -27.0% | +11.7% | -17.0% |
| YTD | +3.1% | -53.1% | +56.2% | -3.6% |
| 1Y | +1.2% | -52.8% | +54.0% | -5.1% |
| All | +1.2% | -52.2% | +53.4% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling