+5,553.7%
DE vs FIS
+346.5%
+5,207.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.9% | +4.1% | +0.4% |
| 7D | +0.7% | -3.5% | +4.1% | +2.0% |
| 30D | +9.6% | -7.8% | +17.5% | +12.9% |
| 3M | +19.0% | +0.8% | +18.1% | +17.5% |
| 6M | +16.1% | -21.9% | +38.0% | +25.4% |
| YTD | +47.0% | -39.5% | +86.5% | +74.6% |
| 1Y | +43.1% | -41.0% | +84.1% | +71.0% |
| 3Y | +77.5% | -23.6% | +101.1% | +87.2% |
| 5Y | +96.4% | -65.6% | +162.0% | +169.8% |
| 10Y | +852.9% | -40.2% | +893.1% | +913.6% |
| All | +5,553.7% | +346.5% | +5,207.1% | +2,682.2% |
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