+31.6%
FAST vs FIS
-50.5%
+82.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -23.7% | +25.4% | +1.6% |
| 7D | +3.4% | -18.4% | +21.8% | +3.1% |
| 30D | +5.5% | -11.4% | +16.9% | +5.1% |
| 3M | +7.6% | -32.0% | +39.6% | +7.7% |
| 6M | +19.8% | -35.6% | +55.4% | +19.3% |
| YTD | +35.5% | -53.8% | +89.2% | +46.5% |
| 1Y | +31.6% | -51.1% | +82.7% | +39.7% |
| All | +31.6% | -50.5% | +82.2% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling