+79.8%
F vs FIS
-54.4%
+134.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.2% |
| 7D | +1.6% | -25.5% | +27.0% | +11.6% |
| 30D | +2.6% | -15.1% | +17.7% | +6.6% |
| 3M | -8.8% | -32.1% | +23.3% | +3.8% |
| 6M | +4.6% | -36.1% | +40.7% | +20.9% |
| YTD | -1.9% | -55.4% | +53.5% | +31.8% |
| 1Y | -0.8% | -53.9% | +53.1% | +31.2% |
| 3Y | +43.5% | -39.8% | +83.2% | +63.2% |
| 5Y | -12.1% | -71.1% | +59.0% | +37.6% |
| All | +79.8% | -54.4% | +134.2% | +139.2% |
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