-54.8%
C vs FIS
+229.2%
-284.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.8% | +1.9% |
| 7D | -2.4% | -25.5% | +23.1% | +13.0% |
| 30D | -6.0% | -15.1% | +9.1% | -0.4% |
| 3M | -10.5% | -32.1% | +21.6% | +8.4% |
| 6M | -5.7% | -36.1% | +30.3% | +16.4% |
| YTD | +4.1% | -55.4% | +59.5% | +60.1% |
| 1Y | +20.5% | -53.9% | +74.4% | +80.9% |
| 3Y | +208.1% | -39.8% | +247.9% | +270.7% |
| 5Y | +110.4% | -71.1% | +181.5% | +276.3% |
| 10Y | +234.6% | -53.8% | +288.4% | +316.9% |
| All | -54.8% | +229.2% | -284.0% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling