+27.2%
B vs FIS
-54.2%
+81.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.1% |
| 7D | +9.6% | -25.5% | +35.1% | +3.9% |
| 30D | +3.5% | -15.1% | +18.6% | +0.1% |
| 3M | -1.6% | -32.1% | +30.5% | -7.6% |
| 6M | -1.7% | -36.1% | +34.4% | -8.8% |
| YTD | -5.3% | -55.4% | +50.1% | -10.3% |
| 1Y | +27.2% | -53.9% | +81.1% | +19.8% |
| All | +27.2% | -54.2% | +81.4% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling