-40.2%
FIS vs EMB
+29.2%
-69.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | -3.5% | +0.3% | -3.7% | -3.8% |
| 30D | -7.8% | -0.5% | -7.3% | -7.3% |
| 3M | +0.8% | +0.3% | +0.5% | +0.5% |
| 6M | -21.9% | +1.2% | -23.1% | -23.1% |
| YTD | -39.5% | +1.5% | -41.0% | -40.6% |
| 1Y | -41.0% | +4.8% | -45.8% | -44.2% |
| 3Y | -23.6% | +30.4% | -54.0% | -43.7% |
| 5Y | -65.6% | +7.3% | -72.9% | -67.9% |
| 10Y | -40.2% | +29.7% | -69.9% | -52.5% |
| All | -40.2% | +29.2% | -69.4% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling