-20.2%
DOW vs FIS
-38.7%
+18.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.2% | -4.5% | -1.4% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | +13.2% | -16.7% | +29.9% | +17.0% |
| 3M | +10.1% | -32.3% | +42.4% | +20.4% |
| 6M | -13.1% | -29.1% | +16.0% | -6.7% |
| YTD | +46.1% | -54.1% | +100.3% | +87.7% |
| 1Y | +50.0% | -53.7% | +103.7% | +91.8% |
| 3Y | -20.2% | -38.8% | +18.6% | -13.9% |
| All | -20.2% | -38.7% | +18.5% | -13.9% |
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