+27.8%
DOW vs FIS
-42.9%
+70.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.4% |
| 7D | -6.0% | -9.1% | +3.1% | -5.6% |
| 30D | -2.7% | -10.4% | +7.7% | -2.2% |
| 3M | -10.5% | -3.7% | -6.8% | -10.2% |
| 6M | -12.4% | -24.8% | +12.3% | -9.4% |
| YTD | +30.0% | -41.6% | +71.6% | +49.3% |
| 1Y | +27.8% | -42.7% | +70.5% | +48.0% |
| All | +27.8% | -42.9% | +70.7% | +48.0% |
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 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