+143.0%
FIS vs EFV
+248.4%
-105.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | 0.0% | +6.7% | +6.7% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | -11.8% | +3.1% | -14.9% | -14.5% |
| 3M | -28.5% | -1.2% | -27.3% | -28.5% |
| 6M | -27.0% | +5.6% | -32.7% | -30.6% |
| YTD | -53.1% | +15.8% | -68.9% | -58.6% |
| 1Y | -52.8% | +20.0% | -72.8% | -59.4% |
| 3Y | -37.5% | +91.0% | -128.4% | -62.0% |
| 5Y | -71.1% | +93.7% | -164.7% | -82.5% |
| 10Y | -52.0% | +160.9% | -212.9% | -76.5% |
| All | +143.0% | +248.4% | -105.4% | -6.4% |
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 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