-66.1%
FIS vs EME
+544.7%
-610.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.2% |
| 7D | -9.1% | +2.7% | -11.8% | -9.3% |
| 30D | -10.4% | -6.8% | -3.6% | -9.9% |
| 3M | -3.7% | -8.8% | +5.1% | -3.0% |
| 6M | -24.8% | +5.0% | -29.8% | -26.4% |
| YTD | -41.6% | +23.5% | -65.1% | -44.9% |
| 1Y | -42.7% | +21.3% | -64.0% | -46.7% |
| 3Y | -26.2% | +241.1% | -267.3% | -52.7% |
| 5Y | -66.1% | +549.2% | -615.3% | -84.3% |
| All | -66.1% | +544.7% | -610.9% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling