+4,296.1%
EW vs FIS
+374.5%
+3,921.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.4% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | +1.0% | -2.2% | +3.3% | +1.6% |
| 3M | +2.8% | +2.1% | +0.7% | +1.7% |
| 6M | +5.5% | -14.7% | +20.2% | +9.7% |
| YTD | +5.5% | -35.7% | +41.2% | +18.8% |
| 1Y | +11.0% | -37.1% | +48.1% | +25.6% |
| 3Y | +17.7% | -20.0% | +37.7% | +21.8% |
| 5Y | -25.7% | -62.1% | +36.4% | -7.1% |
| 10Y | +132.8% | -37.4% | +170.2% | +154.3% |
| All | +4,296.1% | +374.5% | +3,921.6% | +3,075.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling