+3,131.1%
COST vs FIS
+374.5%
+2,756.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -3.1% | +1.1% | -4.2% | -3.4% |
| 30D | -2.8% | -2.2% | -0.6% | -2.3% |
| 3M | -5.7% | +2.1% | -7.8% | -6.6% |
| 6M | -8.8% | -14.7% | +5.9% | -5.6% |
| YTD | +6.7% | -35.7% | +42.4% | +18.6% |
| 1Y | -3.6% | -37.1% | +33.4% | +7.5% |
| 3Y | +75.1% | -20.0% | +95.1% | +79.8% |
| 5Y | +108.9% | -62.1% | +171.0% | +154.0% |
| 10Y | +586.2% | -37.4% | +623.6% | +596.3% |
| All | +3,131.1% | +374.5% | +2,756.5% | +1,655.2% |
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