+200.4%
B vs FIS
-19.7%
+220.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.6% |
| 30D | +9.4% | -2.2% | +11.7% | +9.5% |
| 3M | +5.0% | +2.1% | +2.8% | +4.5% |
| 6M | -3.5% | -14.7% | +11.1% | -2.3% |
| YTD | +4.5% | -35.7% | +40.2% | +10.6% |
| 1Y | +67.8% | -37.1% | +104.8% | +78.1% |
| All | +200.4% | -19.7% | +220.1% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling