+36.6%
BP vs FIS
-50.5%
+87.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -23.7% | +19.5% | -3.6% |
| 7D | -8.4% | -18.4% | +10.0% | -7.6% |
| 30D | +2.2% | -11.4% | +13.6% | +3.6% |
| 3M | +8.8% | -32.0% | +40.8% | +8.3% |
| 6M | -0.5% | -35.6% | +35.1% | -0.9% |
| YTD | +36.2% | -53.8% | +90.0% | +26.8% |
| 1Y | +36.6% | -51.1% | +87.6% | +27.5% |
| All | +36.6% | -50.5% | +87.1% | +27.5% |
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