+606.1%
COST vs FIS
-40.5%
+646.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.2% | -9.0% | +7.8% | +0.8% |
| 30D | -4.7% | -9.0% | +4.3% | -2.8% |
| 3M | -7.1% | -0.5% | -6.6% | -7.3% |
| 6M | -8.5% | -23.1% | +14.6% | -3.7% |
| YTD | +5.4% | -41.5% | +46.8% | +17.8% |
| 1Y | -5.6% | -42.2% | +36.6% | +5.7% |
| 3Y | +68.5% | -26.3% | +94.8% | +75.2% |
| 5Y | +105.2% | -65.2% | +170.4% | +153.2% |
| All | +606.1% | -40.5% | +646.5% | +650.5% |
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 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