-40.7%
FIS vs EME
+1,301.6%
-1,342.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | -8.9% | +0.9% | -9.8% | -9.1% |
| 30D | -9.9% | -8.4% | -1.5% | -8.3% |
| 3M | 0.0% | -3.6% | +3.6% | -0.6% |
| 6M | -22.9% | +3.6% | -26.5% | -25.4% |
| YTD | -40.9% | +22.5% | -63.4% | -46.0% |
| 1Y | -40.4% | +18.2% | -58.6% | -45.9% |
| 3Y | -25.4% | +238.4% | -263.7% | -55.4% |
| 5Y | -64.8% | +550.5% | -615.4% | -84.0% |
| All | -40.7% | +1,301.6% | -1,342.2% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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