+5,376.0%
BLK vs FIS
+331.2%
+5,044.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -0.5% |
| 7D | -2.7% | -9.1% | +6.4% | +1.7% |
| 30D | -4.8% | -10.4% | +5.7% | +0.1% |
| 3M | +6.5% | -3.7% | +10.2% | +7.5% |
| 6M | +13.1% | -24.8% | +37.9% | +27.2% |
| YTD | +1.8% | -41.6% | +43.4% | +28.6% |
| 1Y | -1.0% | -42.7% | +41.8% | +25.9% |
| 3Y | +66.0% | -26.2% | +92.2% | +82.3% |
| 5Y | +31.2% | -66.1% | +97.4% | +98.5% |
| 10Y | +278.5% | -40.9% | +319.4% | +325.6% |
| All | +5,376.0% | +331.2% | +5,044.8% | +2,799.8% |
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