-38.8%
FIS vs EMB
+29.8%
-68.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.4% |
| 7D | +2.8% | -0.9% | +3.7% | +3.7% |
| 30D | -16.7% | +0.4% | -17.1% | -17.2% |
| 3M | -32.3% | -3.1% | -29.2% | -30.3% |
| 6M | -29.1% | -2.1% | -27.0% | -27.8% |
| YTD | -54.1% | -1.1% | -53.0% | -53.8% |
| 1Y | -53.7% | -0.1% | -53.7% | -54.0% |
| 3Y | -38.8% | +29.6% | -68.4% | -53.0% |
| All | -38.8% | +29.8% | -68.6% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling