+503.5%
EWZ vs FIS
+236.8%
+266.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -4.2% | -21.2% | +17.0% | +3.8% |
| 30D | -26.1% | -12.1% | -14.1% | -23.9% |
| 3M | -12.0% | -30.6% | +18.6% | +0.1% |
| 6M | -19.3% | -35.5% | +16.2% | -6.2% |
| YTD | +0.9% | -54.4% | +55.3% | +35.3% |
| 1Y | +3.4% | -52.9% | +56.3% | +36.3% |
| 3Y | +18.6% | -38.7% | +57.2% | +33.4% |
| 5Y | +56.6% | -70.4% | +127.0% | +130.5% |
| 10Y | +50.3% | -52.8% | +103.1% | +74.1% |
| All | +503.5% | +236.8% | +266.8% | +154.9% |
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