-54.3%
FIS vs ED
+143.7%
-198.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.3% | -6.2% |
| 7D | -3.5% | -1.7% | -1.8% | -2.9% |
| 30D | -19.4% | +10.7% | -30.1% | -22.6% |
| 3M | -31.6% | +11.6% | -43.2% | -34.5% |
| 6M | -32.5% | +13.5% | -46.0% | -35.8% |
| YTD | -56.0% | +23.1% | -79.1% | -59.7% |
| 1Y | -55.5% | +23.1% | -78.6% | -59.3% |
| 3Y | -41.3% | +47.9% | -89.3% | -50.6% |
| 5Y | -72.3% | +83.9% | -156.1% | -78.9% |
| All | -54.3% | +143.7% | -198.0% | -67.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling