-51.1%
FIS vs ED
+27.1%
-78.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.0% | -26.7% | -23.2% |
| 7D | -18.4% | +5.4% | -23.8% | -17.9% |
| 30D | -11.4% | +16.4% | -27.7% | -10.0% |
| 3M | -32.0% | +11.9% | -43.9% | -31.3% |
| 6M | -35.6% | +11.6% | -47.2% | -35.2% |
| YTD | -53.8% | +24.1% | -77.9% | -50.8% |
| 1Y | -51.1% | +26.9% | -78.0% | -47.6% |
| All | -51.1% | +27.1% | -78.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling