+101.9%
DE vs FIS
-72.9%
+174.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | -1.0% |
| 7D | +2.3% | -3.5% | +5.8% | +2.8% |
| 30D | +4.4% | -19.4% | +23.9% | +6.8% |
| 3M | +9.8% | -31.6% | +41.3% | +15.3% |
| 6M | +15.8% | -32.5% | +48.3% | +21.5% |
| YTD | +47.0% | -56.0% | +102.9% | +67.0% |
| 1Y | +42.8% | -55.5% | +98.3% | +61.9% |
| 3Y | +88.9% | -41.3% | +130.2% | +103.0% |
| 5Y | +101.9% | -72.3% | +174.1% | +147.2% |
| All | +101.9% | -72.9% | +174.8% | +147.2% |
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