+81.0%
F vs FIS
-54.6%
+135.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.2% |
| 7D | -0.6% | -29.4% | +28.8% | +11.6% |
| 30D | +2.9% | -16.7% | +19.6% | +7.7% |
| 3M | -9.5% | -33.0% | +23.5% | +3.5% |
| 6M | +4.0% | -33.3% | +37.3% | +18.3% |
| YTD | -1.3% | -56.0% | +54.7% | +33.3% |
| 1Y | -1.9% | -54.6% | +52.6% | +30.4% |
| 3Y | +53.5% | -40.6% | +94.1% | +75.6% |
| 5Y | -15.1% | -71.9% | +56.8% | +34.6% |
| 10Y | +81.0% | -55.3% | +136.3% | +142.0% |
| All | +81.0% | -54.6% | +135.6% | +142.0% |
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