+305.8%
B vs FIS
+374.5%
-68.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.6% |
| 3M | +5.0% | +2.1% | +2.8% | +4.4% |
| 6M | -3.5% | -14.7% | +11.1% | -2.2% |
| YTD | +4.5% | -35.7% | +40.2% | +9.8% |
| 1Y | +67.8% | -37.1% | +104.8% | +76.6% |
| 3Y | +196.7% | -20.0% | +216.7% | +200.6% |
| 5Y | +151.9% | -62.1% | +214.1% | +176.2% |
| 10Y | +202.2% | -37.4% | +239.5% | +207.8% |
| All | +305.8% | +374.5% | -68.7% | +250.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling