+267.8%
B vs FIS
+229.2%
+38.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +0.8% |
| 7D | +9.6% | -25.5% | +35.1% | +12.5% |
| 30D | +3.5% | -15.1% | +18.6% | +4.5% |
| 3M | -1.6% | -32.1% | +30.5% | +2.0% |
| 6M | -1.7% | -36.1% | +34.4% | +2.3% |
| YTD | -5.3% | -55.4% | +50.1% | +2.9% |
| 1Y | +27.2% | -53.9% | +81.1% | +37.6% |
| 3Y | +166.1% | -39.8% | +205.9% | +176.0% |
| 5Y | +136.5% | -71.1% | +207.6% | +165.1% |
| 10Y | +172.2% | -53.8% | +226.0% | +184.7% |
| All | +267.8% | +229.2% | +38.6% | +228.7% |
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