+149.7%
EXC vs FIS
-36.8%
+186.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | 0.0% |
| 30D | -3.7% | -2.2% | -1.5% | -3.2% |
| 3M | -1.3% | +2.1% | -3.4% | -2.4% |
| 6M | -9.7% | -14.7% | +5.0% | -6.3% |
| YTD | +2.9% | -35.7% | +38.6% | +16.0% |
| 1Y | +4.4% | -37.1% | +41.4% | +18.2% |
| 3Y | +22.2% | -20.0% | +42.2% | +24.0% |
| 5Y | +46.7% | -62.1% | +108.8% | +91.9% |
| All | +149.7% | -36.8% | +186.5% | +206.2% |
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 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