+755.9%
DE vs FIS
-53.2%
+809.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -2.0% |
| 7D | +0.3% | +2.8% | -2.5% | -0.7% |
| 30D | +3.6% | -16.7% | +20.3% | +7.4% |
| 3M | +10.2% | -32.3% | +42.5% | +22.2% |
| 6M | +16.6% | -29.1% | +45.6% | +26.0% |
| YTD | +45.8% | -54.1% | +100.0% | +82.2% |
| 1Y | +43.9% | -53.7% | +97.6% | +79.1% |
| 3Y | +89.6% | -38.8% | +128.5% | +107.8% |
| 5Y | +100.3% | -71.1% | +171.4% | +186.4% |
| All | +755.9% | -53.2% | +809.1% | +812.8% |
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