+32.9%
DIS vs FIS
-52.2%
+85.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.7% | -6.3% | -2.2% |
| 7D | +0.6% | +1.5% | -0.9% | -0.1% |
| 30D | +10.3% | -11.8% | +22.1% | +12.6% |
| 3M | +15.6% | -28.5% | +44.1% | +28.5% |
| 6M | +15.1% | -27.0% | +42.2% | +26.1% |
| YTD | +6.0% | -53.1% | +59.1% | +39.5% |
| 1Y | +5.7% | -52.8% | +58.4% | +38.6% |
| 3Y | +39.8% | -37.5% | +77.3% | +56.4% |
| 5Y | -23.9% | -71.1% | +47.2% | +19.5% |
| 10Y | +32.9% | -52.0% | +85.0% | +78.2% |
| All | +32.9% | -52.2% | +85.2% | +78.2% |
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 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