+5,551.0%
DE vs FIS
+225.0%
+5,326.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.3% | +0.4% |
| 7D | +2.3% | -3.5% | +5.8% | +3.5% |
| 30D | +4.4% | -19.4% | +23.9% | +10.7% |
| 3M | +9.8% | -31.6% | +41.3% | +23.4% |
| 6M | +15.8% | -32.5% | +48.3% | +29.5% |
| YTD | +47.0% | -56.0% | +102.9% | +91.8% |
| 1Y | +42.8% | -55.5% | +98.3% | +85.5% |
| 3Y | +88.9% | -41.3% | +130.2% | +114.6% |
| 5Y | +101.9% | -72.3% | +174.1% | +192.1% |
| 10Y | +767.5% | -55.0% | +822.5% | +901.3% |
| All | +5,551.0% | +225.0% | +5,326.0% | +2,957.3% |
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 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