-13.5%
F vs FIS
-70.7%
+57.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -7.0% | -2.2% |
| 7D | -2.1% | +1.5% | -3.7% | -2.6% |
| 30D | +3.3% | -11.8% | +15.1% | +5.0% |
| 3M | -11.3% | -28.5% | +17.2% | -3.6% |
| 6M | +5.3% | -27.0% | +32.4% | +13.1% |
| YTD | -2.2% | -53.1% | +50.9% | +22.1% |
| 1Y | -3.5% | -52.8% | +49.2% | +20.1% |
| 3Y | +49.5% | -37.5% | +87.0% | +64.3% |
| 5Y | -13.5% | -71.1% | +57.6% | +27.9% |
| All | -13.5% | -70.7% | +57.2% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling