+207.0%
C vs FIS
-53.2%
+260.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.9% |
| 7D | +4.2% | +2.8% | +1.3% | +2.6% |
| 30D | +2.0% | -16.7% | +18.7% | +7.3% |
| 3M | -10.1% | -32.3% | +22.2% | +4.3% |
| 6M | +1.0% | -29.1% | +30.0% | +12.9% |
| YTD | +8.5% | -54.1% | +62.6% | +50.8% |
| 1Y | +25.7% | -53.7% | +79.4% | +73.7% |
| 3Y | +216.0% | -38.8% | +254.8% | +261.0% |
| 5Y | +112.3% | -71.1% | +183.4% | +256.3% |
| All | +207.0% | -53.2% | +260.2% | +348.9% |
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