-51.1%
FIS vs EFV
+25.8%
-76.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.1% | -26.8% | -23.3% |
| 7D | -18.4% | +2.9% | -21.3% | -17.9% |
| 30D | -11.4% | +3.6% | -15.0% | -11.0% |
| 3M | -32.0% | -0.1% | -31.9% | -31.1% |
| 6M | -35.6% | +9.6% | -45.2% | -35.7% |
| YTD | -53.8% | +17.0% | -70.8% | -56.4% |
| 1Y | -51.1% | +25.7% | -76.7% | -57.0% |
| All | -51.1% | +25.8% | -76.9% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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