-24.8%
FIS vs ESI
+197.1%
-221.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.4% |
| 7D | -29.4% | -3.5% | -26.0% | -28.8% |
| 30D | -16.7% | -9.3% | -7.5% | -15.2% |
| 3M | -33.0% | -12.8% | -20.2% | -31.5% |
| 6M | -33.3% | -24.6% | -8.7% | -30.6% |
| YTD | -56.0% | +32.7% | -88.7% | -60.5% |
| 1Y | -54.6% | +20.3% | -74.9% | -58.3% |
| 3Y | -40.6% | +80.2% | -120.8% | -51.6% |
| 5Y | -71.9% | +40.0% | -111.9% | -76.0% |
| 10Y | -55.3% | +310.8% | -366.1% | -69.9% |
| All | -24.8% | +197.1% | -221.9% | -49.4% |
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 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