-23.8%
FIS vs ESI
+182.6%
-206.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.2% | -2.6% |
| 7D | -25.5% | -8.5% | -17.0% | -24.0% |
| 30D | -15.1% | -15.7% | +0.6% | -12.1% |
| 3M | -32.1% | -18.2% | -13.9% | -29.6% |
| 6M | -36.1% | -28.8% | -7.2% | -32.7% |
| YTD | -55.4% | +26.3% | -81.7% | -59.5% |
| 1Y | -53.9% | +18.2% | -72.1% | -57.6% |
| 3Y | -39.8% | +68.1% | -107.9% | -50.1% |
| 5Y | -71.1% | +28.8% | -99.9% | -74.9% |
| 10Y | -53.8% | +329.8% | -383.7% | -68.9% |
| All | -23.8% | +182.6% | -206.4% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling