+23.8%
F vs FIS
+236.8%
-213.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | +1.4% | -21.2% | +22.5% | +10.5% |
| 30D | +2.0% | -12.1% | +14.1% | +5.3% |
| 3M | -10.4% | -30.6% | +20.2% | +3.4% |
| 6M | +9.7% | -35.5% | +45.2% | +29.4% |
| YTD | -1.2% | -54.4% | +53.2% | +36.6% |
| 1Y | 0.0% | -52.9% | +52.9% | +36.0% |
| 3Y | +41.1% | -38.7% | +79.7% | +63.5% |
| 5Y | -11.4% | -70.4% | +59.0% | +40.3% |
| 10Y | +85.0% | -52.8% | +137.7% | +120.0% |
| All | +23.8% | +236.8% | -213.0% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling