-23.6%
FIS vs EFX
-12.5%
-11.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.1% | -2.8% | -4.7% |
| 7D | -3.5% | -7.8% | +4.4% | -0.5% |
| 30D | -7.8% | -5.7% | -2.1% | -5.8% |
| 3M | +0.8% | +2.5% | -1.7% | -0.4% |
| 6M | -21.9% | -16.7% | -5.2% | -17.3% |
| YTD | -39.5% | -20.2% | -19.3% | -35.2% |
| 1Y | -41.0% | -31.4% | -9.6% | -33.9% |
| 3Y | -23.6% | -10.5% | -13.1% | -26.7% |
| All | -23.6% | -12.5% | -11.1% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling