-40.7%
FIS vs EMB
+4.9%
-45.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.8% |
| 7D | -3.5% | +0.3% | -3.7% | -3.6% |
| 30D | -7.8% | -0.5% | -7.3% | -7.7% |
| 3M | +0.8% | +0.3% | +0.5% | +0.7% |
| 6M | -21.9% | +1.2% | -23.1% | -21.4% |
| YTD | -39.5% | +1.5% | -41.0% | -39.7% |
| All | -40.7% | +4.9% | -45.6% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling