-65.6%
FIS vs EFV
+96.3%
-161.9%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.3% |
| 7D | -3.5% | +1.0% | -4.4% | -4.2% |
| 30D | -7.8% | +0.2% | -8.0% | -7.9% |
| 3M | +0.8% | +9.6% | -8.8% | -6.7% |
| 6M | -21.9% | +14.0% | -35.9% | -30.7% |
| YTD | -39.5% | +18.5% | -57.9% | -48.5% |
| 1Y | -41.0% | +27.9% | -68.9% | -53.3% |
| 3Y | -23.6% | +92.4% | -116.1% | -60.2% |
| 5Y | -65.6% | +97.2% | -162.8% | -83.2% |
| All | -65.6% | +96.3% | -161.9% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling