-38.8%
FIS vs EME
+216.1%
-254.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.2% |
| 7D | +2.8% | +8.4% | -5.5% | +2.5% |
| 30D | -16.7% | -11.5% | -5.2% | -16.5% |
| 3M | -32.3% | -20.6% | -11.7% | -32.1% |
| 6M | -29.1% | -28.5% | -0.6% | -28.3% |
| YTD | -54.1% | +8.0% | -62.1% | -55.2% |
| 1Y | -53.7% | +6.8% | -60.5% | -54.7% |
| 3Y | -38.8% | +213.9% | -252.7% | -53.7% |
| All | -38.8% | +216.1% | -254.9% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling