+106.9%
B vs FIS
-72.4%
+179.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.1% | +3.0% | -2.8% |
| 7D | -6.2% | -3.5% | -2.7% | -6.0% |
| 30D | -6.6% | -19.4% | +12.8% | -6.2% |
| 3M | -7.9% | -31.6% | +23.7% | -6.0% |
| 6M | -16.8% | -32.5% | +15.7% | -15.2% |
| YTD | -11.7% | -56.0% | +44.3% | -4.7% |
| 1Y | +3.5% | -55.5% | +59.0% | +11.5% |
| 3Y | +165.7% | -41.3% | +207.0% | +172.1% |
| All | +106.9% | -72.4% | +179.3% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling