+57.8%
EWZ vs FIS
-71.2%
+129.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -1.5% | -25.5% | +24.0% | +1.5% |
| 30D | -24.5% | -15.1% | -9.5% | -23.7% |
| 3M | -10.7% | -32.1% | +21.4% | -7.0% |
| 6M | -19.1% | -36.1% | +17.0% | -15.3% |
| YTD | +1.6% | -55.4% | +57.0% | +12.5% |
| 1Y | +4.3% | -53.9% | +58.2% | +14.7% |
| 3Y | +19.0% | -39.8% | +58.7% | +24.8% |
| All | +57.8% | -71.2% | +129.0% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling