+53.9%
F vs FIS
-62.1%
+116.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +5.3% | +1.1% | +4.2% | +5.0% |
| 30D | +4.6% | -2.2% | +6.8% | +5.2% |
| 3M | -3.7% | +2.1% | -5.8% | -4.8% |
| 6M | +16.8% | -14.7% | +31.5% | +21.8% |
| YTD | +15.3% | -35.7% | +51.0% | +32.9% |
| 1Y | +31.0% | -37.1% | +68.1% | +51.8% |
| 3Y | +45.4% | -20.0% | +65.4% | +51.5% |
| All | +53.9% | -62.1% | +116.1% | +115.1% |
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 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