+1,008.9%
BE vs FIS
-57.5%
+1,066.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -5.9% | +15.5% | +12.6% |
| 7D | +29.8% | -3.5% | +33.2% | +31.6% |
| 30D | +26.4% | -7.8% | +34.2% | +30.7% |
| 3M | +9.3% | +0.8% | +8.5% | +4.5% |
| 6M | +105.1% | -21.9% | +127.0% | +123.0% |
| YTD | +219.0% | -39.5% | +258.5% | +299.2% |
| 1Y | +418.8% | -41.0% | +459.7% | +549.4% |
| 3Y | +1,784.6% | -23.6% | +1,808.2% | +1,791.6% |
| 5Y | +1,251.0% | -65.6% | +1,316.6% | +2,245.8% |
| All | +1,008.9% | -57.5% | +1,066.4% | +1,436.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling