-54.3%
FIS vs EMB
+36.8%
-91.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.2% |
| 7D | -3.5% | -0.7% | -2.8% | -2.7% |
| 30D | -19.4% | +0.5% | -20.0% | -20.2% |
| 3M | -31.6% | -2.5% | -29.1% | -29.8% |
| 6M | -32.5% | -2.0% | -30.5% | -31.2% |
| YTD | -56.0% | -0.9% | -55.1% | -55.8% |
| 1Y | -55.5% | -0.3% | -55.2% | -55.6% |
| 3Y | -41.3% | +29.2% | -70.5% | -56.7% |
| 5Y | -72.3% | +7.4% | -79.7% | -74.2% |
| All | -54.3% | +36.8% | -91.1% | -63.5% |
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