+214.8%
B vs FIS
-53.2%
+268.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -1.1% |
| 7D | -7.3% | +2.8% | -10.1% | -7.6% |
| 30D | -3.3% | -16.7% | +13.4% | -2.5% |
| 3M | -7.8% | -32.3% | +24.5% | -4.4% |
| 6M | -15.5% | -29.1% | +13.5% | -13.3% |
| YTD | -12.3% | -54.1% | +41.9% | -4.1% |
| 1Y | +5.4% | -53.7% | +59.1% | +15.0% |
| 3Y | +165.5% | -38.8% | +204.4% | +174.1% |
| 5Y | +107.0% | -71.1% | +178.1% | +136.9% |
| All | +214.8% | -53.2% | +268.0% | +300.4% |
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