-51.1%
FIS vs ESI
+27.8%
-78.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.6% | -19.0% | -24.1% |
| 7D | -18.4% | -6.6% | -11.9% | -19.0% |
| 30D | -11.4% | -10.9% | -0.5% | -12.4% |
| 3M | -32.0% | -13.8% | -18.2% | -32.9% |
| 6M | -35.6% | -21.5% | -14.1% | -36.8% |
| YTD | -53.8% | +34.7% | -88.5% | -59.2% |
| 1Y | -51.1% | +24.9% | -76.0% | -56.0% |
| All | -51.1% | +27.8% | -78.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling