+3,808.9%
COST vs FIS
+238.5%
+3,570.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.2% |
| 7D | +5.0% | +2.8% | +2.2% | +4.1% |
| 30D | +12.8% | -16.7% | +29.5% | +16.5% |
| 3M | +15.2% | -32.3% | +47.5% | +25.4% |
| 6M | +7.4% | -29.1% | +36.5% | +15.0% |
| YTD | +29.0% | -54.1% | +83.2% | +54.1% |
| 1Y | +20.3% | -53.7% | +74.0% | +43.2% |
| 3Y | +99.0% | -38.8% | +137.8% | +115.7% |
| 5Y | +125.7% | -71.1% | +196.8% | +189.9% |
| 10Y | +775.3% | -53.1% | +828.4% | +841.4% |
| All | +3,808.9% | +238.5% | +3,570.4% | +2,181.3% |
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