+36.6%
DIS vs FIS
-54.6%
+91.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.6% |
| 7D | +5.3% | -29.4% | +34.7% | +18.2% |
| 30D | +10.2% | -16.7% | +27.0% | +15.1% |
| 3M | +13.5% | -33.0% | +46.5% | +29.6% |
| 6M | +11.1% | -33.3% | +44.5% | +26.3% |
| YTD | +5.5% | -56.0% | +61.5% | +42.5% |
| 1Y | +9.1% | -54.6% | +63.7% | +45.2% |
| 3Y | +36.0% | -40.6% | +76.6% | +55.2% |
| 5Y | -29.8% | -71.9% | +42.1% | +10.7% |
| 10Y | +36.6% | -55.3% | +91.9% | +90.0% |
| All | +36.6% | -54.6% | +91.2% | +90.0% |
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