+376.5%
FIS vs EME
+8,293.7%
-7,917.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.5% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | -2.2% | -8.3% | +6.1% | +0.2% |
| 3M | +2.1% | -10.7% | +12.9% | +3.9% |
| 6M | -14.7% | +1.9% | -16.6% | -17.7% |
| YTD | -35.7% | +23.5% | -59.2% | -42.4% |
| 1Y | -37.1% | +18.0% | -55.0% | -43.7% |
| 3Y | -20.0% | +236.1% | -256.1% | -53.2% |
| 5Y | -62.1% | +527.9% | -590.0% | -82.7% |
| 10Y | -37.4% | +1,252.8% | -1,290.2% | -79.6% |
| All | +376.5% | +8,293.7% | -7,917.2% | -27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling