-35.9%
DOW vs FIS
-64.6%
+28.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.9% | +6.3% | +2.0% |
| 7D | -2.9% | -3.5% | +0.5% | -2.1% |
| 30D | +2.0% | -7.8% | +9.8% | +4.0% |
| 3M | -12.5% | +0.8% | -13.4% | -13.3% |
| 6M | -9.2% | -21.9% | +12.7% | -3.7% |
| YTD | +30.8% | -39.5% | +70.3% | +49.8% |
| 1Y | +29.4% | -41.0% | +70.4% | +49.2% |
| 3Y | -34.6% | -23.6% | -10.9% | -29.7% |
| 5Y | -35.9% | -65.6% | +29.7% | -13.8% |
| All | -35.9% | -64.6% | +28.6% | -13.8% |
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