-34.6%
DOW vs FIS
-22.6%
-11.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +2.2% |
| 7D | -2.9% | -3.5% | +0.5% | -2.0% |
| 30D | +2.0% | -7.8% | +9.8% | +4.2% |
| 3M | -12.5% | +0.8% | -13.4% | -13.6% |
| 6M | -9.2% | -21.9% | +12.7% | -2.2% |
| YTD | +30.8% | -39.5% | +70.3% | +58.1% |
| 1Y | +29.4% | -41.0% | +70.4% | +58.0% |
| 3Y | -34.6% | -23.6% | -10.9% | -30.2% |
| All | -34.6% | -22.6% | -11.9% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling