+230.6%
FIS vs ED
+801.8%
-571.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.1% | -1.2% |
| 7D | -25.5% | +1.6% | -27.1% | -26.4% |
| 30D | -15.1% | +13.3% | -28.4% | -20.2% |
| 3M | -32.1% | +9.7% | -41.8% | -35.3% |
| 6M | -36.1% | +12.8% | -48.8% | -39.9% |
| YTD | -55.4% | +22.3% | -77.7% | -60.0% |
| 1Y | -53.9% | +26.3% | -80.2% | -59.3% |
| 3Y | -39.8% | +45.0% | -84.8% | -51.1% |
| 5Y | -71.1% | +80.2% | -151.3% | -79.3% |
| 10Y | -53.8% | +129.9% | -183.7% | -72.4% |
| All | +230.6% | +801.8% | -571.2% | -12.7% |
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 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