+95.1%
F vs FIS
-37.3%
+132.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +5.3% | +1.1% | +4.2% | +4.8% |
| 30D | +4.6% | -2.2% | +6.8% | +5.4% |
| 3M | -3.7% | +2.1% | -5.8% | -5.2% |
| 6M | +16.8% | -14.7% | +31.5% | +22.9% |
| YTD | +15.3% | -35.7% | +51.0% | +37.0% |
| 1Y | +31.0% | -37.1% | +68.1% | +56.6% |
| 3Y | +45.4% | -20.0% | +65.4% | +51.9% |
| 5Y | +54.7% | -62.1% | +116.8% | +124.6% |
| All | +95.1% | -37.3% | +132.5% | +132.8% |
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