+67.3%
F vs FIS
-53.2%
+120.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.5% |
| 7D | -3.1% | +2.8% | -5.9% | -4.3% |
| 30D | 0.0% | -16.7% | +16.8% | +4.7% |
| 3M | -13.2% | -32.3% | +19.1% | -1.1% |
| 6M | -10.2% | -29.1% | +18.8% | -0.5% |
| YTD | -4.9% | -54.1% | +49.2% | +26.1% |
| 1Y | -6.1% | -53.7% | +47.6% | +24.0% |
| 3Y | +46.0% | -38.8% | +84.8% | +64.9% |
| 5Y | -15.7% | -71.1% | +55.4% | +32.4% |
| All | +67.3% | -53.2% | +120.5% | +121.1% |
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