+619.4%
EWZ vs FIS
+374.5%
+244.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +6.5% | +1.1% | +5.4% | +6.0% |
| 30D | +4.8% | -2.2% | +7.1% | +5.6% |
| 3M | +9.9% | +2.1% | +7.8% | +7.6% |
| 6M | +1.9% | -14.7% | +16.6% | +7.2% |
| YTD | +20.3% | -35.7% | +56.0% | +42.8% |
| 1Y | +35.6% | -37.1% | +72.7% | +61.6% |
| 3Y | +43.4% | -20.0% | +63.4% | +47.9% |
| 5Y | +55.9% | -62.1% | +118.1% | +112.6% |
| 10Y | +84.2% | -37.4% | +121.5% | +94.4% |
| All | +619.4% | +374.5% | +244.9% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling