+200.5%
B vs FIS
-54.6%
+255.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.4% |
| 7D | +11.3% | -29.4% | +40.7% | +14.8% |
| 30D | +2.9% | -16.7% | +19.7% | +3.8% |
| 3M | -2.9% | -33.0% | +30.1% | +0.6% |
| 6M | -1.2% | -33.3% | +32.1% | +2.1% |
| YTD | -1.3% | -56.0% | +54.7% | +8.4% |
| 1Y | +30.4% | -54.6% | +85.0% | +42.4% |
| 3Y | +195.3% | -40.6% | +235.9% | +205.7% |
| 5Y | +146.2% | -71.9% | +218.2% | +182.6% |
| 10Y | +200.5% | -55.3% | +255.8% | +264.0% |
| All | +200.5% | -54.6% | +255.1% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling