+226.3%
FIS vs EFX
+949.5%
-723.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.3% | -5.7% |
| 7D | -3.5% | -3.6% | +0.1% | -1.8% |
| 30D | -19.4% | +25.3% | -44.7% | -28.2% |
| 3M | -31.6% | +3.8% | -35.4% | -33.4% |
| 6M | -32.5% | +12.7% | -45.3% | -37.2% |
| YTD | -56.0% | -13.1% | -42.8% | -54.0% |
| 1Y | -55.5% | -9.3% | -46.2% | -54.5% |
| 3Y | -41.3% | +3.5% | -44.9% | -46.4% |
| 5Y | -72.3% | -30.6% | -41.6% | -70.2% |
| 10Y | -55.0% | +80.2% | -135.1% | -72.9% |
| All | +226.3% | +949.5% | -723.2% | -28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling