-71.4%
FIS vs ED
+80.7%
-152.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.6% |
| 7D | -25.5% | +1.6% | -27.1% | -26.0% |
| 30D | -15.1% | +13.3% | -28.4% | -18.2% |
| 3M | -32.1% | +9.7% | -41.8% | -34.0% |
| 6M | -36.1% | +12.8% | -48.8% | -38.4% |
| YTD | -55.4% | +22.3% | -77.7% | -58.3% |
| 1Y | -53.9% | +26.3% | -80.2% | -57.5% |
| 3Y | -39.8% | +45.0% | -84.8% | -47.7% |
| All | -71.4% | +80.7% | -152.0% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling