+7.7%
DIS vs FIS
-54.5%
+62.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | +5.3% | -29.4% | +34.7% | +8.7% |
| 30D | +10.2% | -16.7% | +27.0% | +9.6% |
| 3M | +13.5% | -33.0% | +46.5% | +18.1% |
| 6M | +11.1% | -33.3% | +44.5% | +15.4% |
| YTD | +5.5% | -56.0% | +61.5% | +21.9% |
| All | +7.7% | -54.5% | +62.2% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling