+911.5%
BE vs FIS
-54.8%
+966.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.3% | +7.8% |
| 7D | +20.0% | +1.1% | +18.9% | +19.3% |
| 30D | +7.9% | -2.2% | +10.1% | +8.7% |
| 3M | -13.2% | +2.1% | -15.4% | -16.9% |
| 6M | +53.5% | -14.7% | +68.1% | +59.3% |
| YTD | +191.0% | -35.7% | +226.7% | +254.4% |
| 1Y | +360.5% | -37.1% | +397.6% | +459.6% |
| 3Y | +1,568.0% | -20.0% | +1,588.0% | +1,545.5% |
| 5Y | +1,055.2% | -62.1% | +1,117.3% | +1,780.2% |
| All | +911.5% | -54.8% | +966.3% | +1,263.8% |
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 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