-55.5%
FIS vs ED
+24.2%
-79.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.1% | -6.3% | -6.1% |
| 7D | -3.5% | -1.7% | -1.8% | -3.8% |
| 30D | -19.4% | +10.7% | -30.1% | -18.7% |
| 3M | -31.6% | +11.6% | -43.2% | -31.0% |
| 6M | -32.5% | +13.5% | -46.0% | -31.2% |
| YTD | -56.0% | +23.1% | -79.1% | -53.2% |
| 1Y | -55.5% | +23.1% | -78.6% | -52.7% |
| All | -55.5% | +24.2% | -79.7% | -52.7% |
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