+183.8%
EXC vs FIS
-54.6%
+238.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.4% |
| 7D | -1.7% | -29.4% | +27.7% | +6.7% |
| 30D | +9.3% | -16.7% | +26.1% | +13.1% |
| 3M | +1.0% | -33.0% | +34.0% | +10.9% |
| 6M | +5.9% | -33.3% | +39.3% | +15.9% |
| YTD | +7.6% | -56.0% | +63.6% | +32.7% |
| 1Y | +2.4% | -54.6% | +57.0% | +24.8% |
| 3Y | +30.2% | -40.6% | +70.9% | +40.5% |
| 5Y | +41.4% | -71.9% | +113.3% | +94.8% |
| 10Y | +183.8% | -55.3% | +239.1% | +276.9% |
| All | +183.8% | -54.6% | +238.4% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling