-31.9%
DIS vs FIS
-71.2%
+39.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +5.2% | -25.5% | +30.7% | +12.5% |
| 30D | +11.5% | -15.1% | +26.5% | +14.1% |
| 3M | +11.5% | -32.1% | +43.6% | +22.5% |
| 6M | +8.9% | -36.1% | +44.9% | +21.2% |
| YTD | +3.4% | -55.4% | +58.8% | +29.4% |
| 1Y | +7.2% | -53.9% | +61.1% | +32.5% |
| 3Y | +43.3% | -39.8% | +83.1% | +58.4% |
| All | -31.9% | -71.2% | +39.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling