-2.8%
BLK vs FIS
-40.5%
+37.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -3.3% | -7.9% | +4.6% | -1.5% |
| 30D | -6.5% | -8.0% | +1.4% | -4.8% |
| 3M | +6.7% | +0.6% | +6.1% | +6.3% |
| 6M | +14.7% | -22.2% | +36.9% | +21.0% |
| YTD | +2.5% | -40.8% | +43.3% | +19.4% |
| 1Y | -2.8% | -41.5% | +38.7% | +13.8% |
| All | -2.8% | -40.5% | +37.7% | +13.8% |
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