+55.3%
BE vs FIS
-50.5%
+105.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -23.7% | +17.3% | -15.6% |
| 7D | -12.1% | -18.4% | +6.3% | -16.6% |
| 30D | -30.1% | -11.4% | -18.7% | -29.5% |
| 3M | -12.1% | -32.0% | +19.8% | -25.2% |
| 6M | -30.6% | -35.6% | +5.0% | -39.7% |
| YTD | +130.6% | -53.8% | +184.4% | +73.9% |
| 1Y | +55.3% | -51.1% | +106.4% | +18.8% |
| All | +55.3% | -50.5% | +105.8% | +18.8% |
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