+74.3%
F vs FIS
-55.6%
+129.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | -27.4% | +28.4% | +12.1% |
| 30D | +2.1% | -16.8% | +19.0% | +7.0% |
| 3M | -10.3% | -32.6% | +22.4% | +2.4% |
| 6M | +3.3% | -33.4% | +36.7% | +17.5% |
| YTD | -2.0% | -56.0% | +54.1% | +32.4% |
| 1Y | -2.3% | -55.1% | +52.8% | +30.6% |
| 3Y | +49.9% | -41.4% | +91.3% | +72.5% |
| 5Y | -12.5% | -72.7% | +60.2% | +41.0% |
| 10Y | +74.3% | -55.5% | +129.7% | +133.2% |
| All | +74.3% | -55.6% | +129.8% | +133.2% |
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