+389.6%
BE vs FIS
-42.9%
+432.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.6% | -5.3% |
| 7D | +23.9% | -9.1% | +33.0% | +16.0% |
| 30D | +27.8% | -10.4% | +38.3% | +18.7% |
| 3M | +3.7% | -3.7% | +7.4% | +3.1% |
| 6M | +78.0% | -24.8% | +102.7% | +52.1% |
| YTD | +209.9% | -41.6% | +251.5% | +119.8% |
| 1Y | +389.6% | -42.7% | +432.3% | +261.2% |
| All | +389.6% | -42.9% | +432.5% | +261.2% |
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