-37.5%
FIS vs EFX
+5.0%
-42.5%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.1% | +6.6% | +6.7% |
| 7D | +1.5% | -2.0% | +3.5% | +2.3% |
| 30D | -11.8% | +27.9% | -39.7% | -20.2% |
| 3M | -28.5% | +3.8% | -32.4% | -30.0% |
| 6M | -27.0% | +13.0% | -40.0% | -31.0% |
| YTD | -53.1% | -12.4% | -40.7% | -51.8% |
| 1Y | -52.8% | -10.4% | -42.4% | -51.8% |
| All | -37.5% | +5.0% | -42.5% | -43.9% |
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