-40.2%
FIS vs ED
+104.2%
-144.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.8% | -6.2% |
| 7D | -3.5% | +0.5% | -4.0% | -3.7% |
| 30D | -7.8% | +1.1% | -8.9% | -8.2% |
| 3M | +0.8% | +4.6% | -3.8% | -0.9% |
| 6M | -21.9% | -2.0% | -19.9% | -21.6% |
| YTD | -39.5% | +11.7% | -51.2% | -42.3% |
| 1Y | -41.0% | +15.7% | -56.7% | -44.7% |
| 3Y | -23.6% | +34.4% | -58.0% | -33.2% |
| 5Y | -65.6% | +67.3% | -132.9% | -72.8% |
| 10Y | -40.2% | +104.0% | -144.2% | -54.3% |
| All | -40.2% | +104.2% | -144.4% | -54.3% |
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