-40.4%
FIS vs EFX
-32.9%
-7.5%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | -11.1% | +2.2% | -3.7% |
| 30D | -9.9% | -7.4% | -2.5% | -6.7% |
| 3M | 0.0% | +1.5% | -1.5% | -1.2% |
| 6M | -22.9% | -13.7% | -9.2% | -18.5% |
| YTD | -40.9% | -21.9% | -19.0% | -35.1% |
| 1Y | -40.4% | -30.8% | -9.6% | -33.0% |
| All | -40.4% | -32.9% | -7.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling