-62.2%
FIS vs ESI
+72.3%
-134.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.9% | -1.6% |
| 7D | +1.1% | +3.3% | -2.2% | +0.2% |
| 30D | -2.2% | -5.9% | +3.6% | -0.9% |
| 3M | +2.1% | -14.1% | +16.2% | +4.4% |
| 6M | -14.7% | +6.6% | -21.2% | -20.5% |
| YTD | -35.7% | +45.0% | -80.7% | -47.0% |
| 1Y | -37.1% | +41.5% | -78.5% | -48.0% |
| 3Y | -20.0% | +78.8% | -98.8% | -43.6% |
| All | -62.2% | +72.3% | -134.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling