-52.4%
FIS vs EFV
+163.3%
-215.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.8% |
| 7D | +2.8% | +2.5% | +0.3% | +0.6% |
| 30D | -16.7% | +2.9% | -19.6% | -19.5% |
| 3M | -32.3% | -1.4% | -30.9% | -32.1% |
| 6M | -29.1% | +5.5% | -34.6% | -33.1% |
| YTD | -54.1% | +16.1% | -70.2% | -60.8% |
| 1Y | -53.7% | +20.3% | -74.0% | -61.7% |
| 3Y | -38.8% | +90.4% | -129.3% | -67.4% |
| 5Y | -71.1% | +93.5% | -164.6% | -84.8% |
| All | -52.4% | +163.3% | -215.7% | -79.7% |
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