-55.5%
FIS vs ED
+136.7%
-192.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -27.4% | +2.1% | -29.5% | -28.2% |
| 30D | -16.8% | +12.4% | -29.3% | -20.5% |
| 3M | -32.6% | +13.1% | -45.8% | -35.8% |
| 6M | -33.4% | +14.1% | -47.5% | -36.8% |
| YTD | -56.0% | +23.1% | -79.1% | -59.7% |
| 1Y | -55.1% | +25.4% | -80.5% | -59.2% |
| 3Y | -41.4% | +47.9% | -89.3% | -50.7% |
| 5Y | -72.7% | +81.9% | -154.5% | -79.1% |
| 10Y | -55.5% | +141.3% | -196.7% | -68.0% |
| All | -55.5% | +136.7% | -192.2% | -68.0% |
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