+98.2%
DE vs FIS
-66.7%
+165.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.1% |
| 7D | -3.0% | -9.1% | +6.0% | -1.4% |
| 30D | +11.1% | -10.4% | +21.6% | +13.2% |
| 3M | +17.6% | -3.7% | +21.3% | +17.9% |
| 6M | +13.6% | -24.8% | +38.4% | +18.9% |
| YTD | +46.3% | -41.6% | +87.8% | +60.9% |
| 1Y | +44.2% | -42.7% | +86.9% | +59.1% |
| 3Y | +76.6% | -26.2% | +102.8% | +85.0% |
| 5Y | +98.2% | -66.1% | +164.4% | +143.2% |
| All | +98.2% | -66.7% | +165.0% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling