+190.2%
B vs FIS
-37.3%
+227.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +9.4% | -2.2% | +11.7% | +9.7% |
| 3M | +5.0% | +2.1% | +2.8% | +4.3% |
| 6M | -3.5% | -14.7% | +11.1% | -1.9% |
| YTD | +4.5% | -35.7% | +40.2% | +11.1% |
| 1Y | +67.8% | -37.1% | +104.8% | +78.8% |
| 3Y | +196.7% | -20.0% | +216.7% | +200.7% |
| 5Y | +151.9% | -62.1% | +214.1% | +184.4% |
| All | +190.2% | -37.3% | +227.5% | +219.6% |
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