+91.1%
DE vs FIS
-41.2%
+132.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -1.1% |
| 7D | +2.3% | -3.5% | +5.8% | +2.8% |
| 30D | +4.4% | -19.4% | +23.9% | +6.2% |
| 3M | +9.8% | -31.6% | +41.3% | +14.6% |
| 6M | +15.8% | -32.5% | +48.3% | +20.8% |
| YTD | +47.0% | -56.0% | +102.9% | +70.9% |
| 1Y | +42.8% | -55.5% | +98.3% | +65.4% |
| All | +91.1% | -41.2% | +132.2% | +95.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling