-53.7%
FIS vs ESI
+21.7%
-75.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.1% |
| 7D | +2.8% | +5.5% | -2.7% | +3.3% |
| 30D | -16.7% | -7.8% | -9.0% | -17.3% |
| 3M | -32.3% | -15.0% | -17.3% | -33.2% |
| 6M | -29.1% | -24.9% | -4.2% | -30.3% |
| YTD | -54.1% | +33.2% | -87.4% | -60.0% |
| 1Y | -53.7% | +24.9% | -78.7% | -58.8% |
| All | -53.7% | +21.7% | -75.4% | -58.8% |
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