+18.7%
EWZ vs FIS
-38.7%
+57.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.0% |
| 7D | +0.8% | +2.8% | -2.1% | +0.5% |
| 30D | -24.4% | -16.7% | -7.6% | -23.7% |
| 3M | -4.6% | -32.3% | +27.7% | -1.7% |
| 6M | -11.6% | -29.1% | +17.5% | -9.6% |
| YTD | +2.4% | -54.1% | +56.5% | +13.2% |
| 1Y | +2.1% | -53.7% | +55.8% | +12.6% |
| 3Y | +18.7% | -38.8% | +57.6% | +13.8% |
| All | +18.7% | -38.7% | +57.4% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling