+394.6%
EXC vs FIS
+224.7%
+169.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.5% |
| 7D | -1.7% | -29.4% | +27.7% | +7.1% |
| 30D | +9.3% | -16.7% | +26.1% | +13.5% |
| 3M | +1.0% | -33.0% | +34.0% | +11.4% |
| 6M | +5.9% | -33.3% | +39.3% | +16.4% |
| YTD | +7.6% | -56.0% | +63.6% | +32.5% |
| 1Y | +2.4% | -54.6% | +57.0% | +24.8% |
| 3Y | +30.2% | -40.6% | +70.9% | +42.8% |
| 5Y | +41.4% | -71.9% | +113.3% | +87.2% |
| 10Y | +183.8% | -55.3% | +239.1% | +224.7% |
| All | +394.6% | +224.7% | +169.9% | +225.5% |
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