+235.7%
DIA vs FIS
-53.2%
+288.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | -1.1% |
| 7D | +2.1% | +2.8% | -0.7% | +1.1% |
| 30D | +1.5% | -16.7% | +18.2% | +5.0% |
| 3M | -2.4% | -32.3% | +29.9% | +7.9% |
| 6M | +6.0% | -29.1% | +35.0% | +14.6% |
| YTD | +10.1% | -54.1% | +64.2% | +37.6% |
| 1Y | +11.8% | -53.7% | +65.5% | +39.3% |
| 3Y | +59.7% | -38.8% | +98.6% | +74.5% |
| 5Y | +57.9% | -71.1% | +129.0% | +125.8% |
| All | +235.7% | -53.2% | +288.9% | +304.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling