+376.5%
FIS vs ED
+716.0%
-339.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +1.2% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | +2.1% | +3.9% | -1.8% | +0.2% |
| 6M | -14.7% | -3.0% | -11.6% | -13.8% |
| YTD | -35.7% | +10.7% | -46.4% | -39.3% |
| 1Y | -37.1% | +13.3% | -50.4% | -41.4% |
| 3Y | -20.0% | +34.5% | -54.5% | -32.5% |
| 5Y | -62.1% | +67.1% | -129.3% | -71.9% |
| 10Y | -37.4% | +103.0% | -140.4% | -60.1% |
| All | +376.5% | +716.0% | -339.5% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling