+50.9%
EWZ vs FIS
-72.6%
+123.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | -27.4% | +28.7% | +4.7% |
| 30D | -26.2% | -16.8% | -9.3% | -25.1% |
| 3M | -8.6% | -32.6% | +24.0% | -4.8% |
| 6M | -17.0% | -33.4% | +16.4% | -13.7% |
| YTD | +2.2% | -56.0% | +58.2% | +13.2% |
| 1Y | +2.7% | -55.1% | +57.8% | +13.3% |
| 3Y | +18.2% | -41.4% | +59.6% | +24.4% |
| All | +50.9% | -72.6% | +123.5% | +86.8% |
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 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