-38.8%
FIS vs ED
+50.2%
-89.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.9% |
| 7D | +2.8% | +2.1% | +0.8% | +2.4% |
| 30D | -16.7% | +10.4% | -27.1% | -18.5% |
| 3M | -32.3% | +12.5% | -44.8% | -34.1% |
| 6M | -29.1% | +14.9% | -44.0% | -31.2% |
| YTD | -54.1% | +24.8% | -79.0% | -56.8% |
| 1Y | -53.7% | +23.8% | -77.6% | -56.3% |
| 3Y | -38.8% | +51.6% | -90.5% | -47.6% |
| All | -38.8% | +50.2% | -89.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling