-40.9%
FIS vs ESI
+308.3%
-349.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.1% |
| 7D | -9.1% | +3.9% | -13.0% | -10.1% |
| 30D | -10.4% | -3.8% | -6.7% | -9.7% |
| 3M | -3.7% | -13.1% | +9.4% | -1.6% |
| 6M | -24.8% | +11.3% | -36.1% | -30.2% |
| YTD | -41.6% | +44.1% | -85.7% | -50.6% |
| 1Y | -42.7% | +40.3% | -83.1% | -51.5% |
| 3Y | -26.2% | +84.1% | -110.3% | -44.9% |
| 5Y | -66.1% | +75.8% | -141.9% | -74.7% |
| 10Y | -40.9% | +320.7% | -361.6% | -68.0% |
| All | -40.9% | +308.3% | -349.2% | -68.0% |
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 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