+641.7%
BE vs FIS
-69.1%
+710.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.3% |
| 7D | -13.4% | -27.4% | +14.0% | -0.7% |
| 30D | -33.9% | -16.8% | -17.1% | -30.0% |
| 3M | -12.0% | -32.6% | +20.7% | +2.7% |
| 6M | -29.0% | -33.4% | +4.4% | -19.3% |
| YTD | +113.4% | -56.0% | +169.4% | +202.2% |
| 1Y | +33.2% | -55.1% | +88.3% | +85.3% |
| 3Y | +1,659.2% | -41.4% | +1,700.6% | +1,814.6% |
| 5Y | +461.4% | -72.7% | +534.0% | +929.1% |
| All | +641.7% | -69.1% | +710.8% | +1,062.9% |
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