+220.1%
C vs FIS
-54.6%
+274.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.8% | +3.1% |
| 7D | -0.9% | -29.4% | +28.5% | +13.6% |
| 30D | -5.4% | -16.7% | +11.3% | -0.4% |
| 3M | -9.2% | -33.0% | +23.8% | +5.9% |
| 6M | -1.8% | -33.3% | +31.5% | +13.3% |
| YTD | +6.7% | -56.0% | +62.7% | +51.5% |
| 1Y | +23.5% | -54.6% | +78.1% | +72.2% |
| 3Y | +219.8% | -40.6% | +260.4% | +270.8% |
| 5Y | +112.4% | -71.9% | +184.4% | +260.4% |
| 10Y | +220.1% | -55.3% | +275.4% | +384.1% |
| All | +220.1% | -54.6% | +274.7% | +384.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling