-42.7%
FIS vs ESI
+38.0%
-80.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.5% |
| 7D | -9.1% | +3.9% | -13.0% | -8.8% |
| 30D | -10.4% | -3.8% | -6.7% | -10.7% |
| 3M | -3.7% | -13.1% | +9.4% | -4.8% |
| 6M | -24.8% | +11.3% | -36.1% | -28.0% |
| YTD | -41.6% | +44.1% | -85.7% | -47.2% |
| 1Y | -42.7% | +40.3% | -83.1% | -48.4% |
| All | -42.7% | +38.0% | -80.8% | -48.4% |
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