-48.0%
C vs FIS
+374.5%
-422.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | +3.6% | +1.1% | +2.5% | +2.9% |
| 30D | +0.1% | -2.2% | +2.3% | +1.2% |
| 3M | +2.4% | +2.1% | +0.3% | -0.7% |
| 6M | +24.9% | -14.7% | +39.6% | +34.1% |
| YTD | +19.8% | -35.7% | +55.5% | +53.6% |
| 1Y | +44.9% | -37.1% | +81.9% | +87.1% |
| 3Y | +263.0% | -20.0% | +283.0% | +283.8% |
| 5Y | +129.5% | -62.1% | +191.7% | +264.1% |
| 10Y | +291.6% | -37.4% | +329.0% | +324.3% |
| All | -48.0% | +374.5% | -422.5% | -84.2% |
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