-54.3%
FIS vs EFV
+162.4%
-216.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -3.5% | +0.7% | -4.2% | -4.2% |
| 30D | -19.4% | +2.0% | -21.4% | -21.6% |
| 3M | -31.6% | -1.6% | -29.9% | -31.2% |
| 6M | -32.5% | +5.8% | -38.3% | -36.6% |
| YTD | -56.0% | +15.6% | -71.6% | -62.2% |
| 1Y | -55.5% | +19.0% | -74.5% | -62.9% |
| 3Y | -41.3% | +90.7% | -132.0% | -68.8% |
| 5Y | -72.3% | +92.8% | -165.0% | -85.4% |
| All | -54.3% | +162.4% | -216.6% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling