-54.3%
FIS vs ESI
+321.1%
-375.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.5% |
| 7D | -3.5% | +8.3% | -11.8% | -5.6% |
| 30D | -19.4% | -10.4% | -9.0% | -17.1% |
| 3M | -31.6% | -13.2% | -18.4% | -29.4% |
| 6M | -32.5% | -23.9% | -8.7% | -29.0% |
| YTD | -56.0% | +34.2% | -90.2% | -62.5% |
| 1Y | -55.5% | +22.2% | -77.8% | -61.0% |
| 3Y | -41.3% | +79.2% | -120.5% | -56.7% |
| 5Y | -72.3% | +38.1% | -110.4% | -78.0% |
| All | -54.3% | +321.1% | -375.4% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling