+64.9%
FIS vs EMB
+127.1%
-62.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.3% |
| 7D | -27.4% | +0.5% | -27.9% | -27.8% |
| 30D | -16.8% | +0.9% | -17.7% | -17.5% |
| 3M | -32.6% | -2.1% | -30.5% | -31.7% |
| 6M | -33.4% | -2.2% | -31.2% | -32.5% |
| YTD | -56.0% | -0.6% | -55.4% | -56.0% |
| 1Y | -55.1% | +0.2% | -55.3% | -55.3% |
| 3Y | -41.4% | +29.5% | -70.9% | -51.2% |
| 5Y | -72.7% | +8.0% | -80.7% | -74.4% |
| 10Y | -55.5% | +35.3% | -90.8% | -62.4% |
| All | +64.9% | +127.1% | -62.2% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling