+105.9%
C vs FIS
-71.2%
+177.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.1% |
| 7D | -2.4% | -25.5% | +23.1% | +4.7% |
| 30D | -6.0% | -15.1% | +9.1% | -3.6% |
| 3M | -10.5% | -32.1% | +21.6% | -1.6% |
| 6M | -5.7% | -36.1% | +30.3% | +5.1% |
| YTD | +4.1% | -55.4% | +59.5% | +31.4% |
| 1Y | +20.5% | -53.9% | +74.4% | +50.1% |
| 3Y | +208.1% | -39.8% | +247.9% | +243.0% |
| All | +105.9% | -71.2% | +177.1% | +183.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling