+63.2%
BLK vs FIS
-25.6%
+88.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.3% |
| 7D | -5.2% | -8.9% | +3.7% | -2.3% |
| 30D | -7.0% | -9.9% | +2.9% | -4.0% |
| 3M | +5.7% | 0.0% | +5.7% | +5.0% |
| 6M | +11.0% | -22.9% | +33.9% | +20.2% |
| YTD | +0.9% | -40.9% | +41.8% | +21.0% |
| 1Y | -1.6% | -40.4% | +38.8% | +17.4% |
| All | +63.2% | -25.6% | +88.8% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling