-40.7%
FIS vs EFV
+167.0%
-207.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -8.9% | -2.0% | -6.9% | -7.2% |
| 30D | -9.9% | -0.2% | -9.7% | -9.7% |
| 3M | 0.0% | +9.1% | -9.2% | -7.5% |
| 6M | -22.9% | +11.7% | -34.6% | -30.7% |
| YTD | -40.9% | +17.0% | -57.9% | -49.3% |
| 1Y | -40.4% | +26.7% | -67.1% | -52.5% |
| 3Y | -25.4% | +90.2% | -115.5% | -59.6% |
| 5Y | -64.8% | +96.1% | -160.9% | -81.5% |
| All | -40.7% | +167.0% | -207.7% | -75.9% |
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