+233.1%
FIS vs EFV
+258.8%
-25.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +1.1% | +1.5% | -0.4% | 0.0% |
| 30D | -2.2% | +1.7% | -4.0% | -3.4% |
| 3M | +2.1% | +8.6% | -6.5% | -4.0% |
| 6M | -14.7% | +11.7% | -26.3% | -21.9% |
| YTD | -35.7% | +19.3% | -55.0% | -44.1% |
| 1Y | -37.1% | +30.2% | -67.3% | -48.7% |
| 3Y | -20.0% | +91.6% | -111.6% | -51.1% |
| 5Y | -62.1% | +96.4% | -158.5% | -77.1% |
| 10Y | -37.4% | +166.5% | -203.9% | -69.5% |
| All | +233.1% | +258.8% | -25.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling