+218.3%
C vs FIS
-52.2%
+270.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.7% | -5.1% | -1.5% |
| 7D | -0.4% | +1.5% | -1.9% | -1.2% |
| 30D | -5.3% | -11.8% | +6.5% | -3.0% |
| 3M | -8.0% | -28.5% | +20.5% | +4.0% |
| 6M | -0.3% | -27.0% | +26.8% | +10.2% |
| YTD | +8.6% | -53.1% | +61.7% | +49.7% |
| 1Y | +25.8% | -52.8% | +78.6% | +72.5% |
| 3Y | +221.2% | -37.5% | +258.7% | +263.9% |
| 5Y | +113.6% | -71.1% | +184.6% | +260.8% |
| 10Y | +218.3% | -52.0% | +270.3% | +370.9% |
| All | +218.3% | -52.2% | +270.5% | +370.9% |
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