+93.4%
FAST vs FIS
-38.4%
+131.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.4% |
| 7D | +0.7% | -21.2% | +21.8% | +2.8% |
| 30D | +4.6% | -12.1% | +16.7% | +5.0% |
| 3M | +6.4% | -30.6% | +37.0% | +10.7% |
| 6M | +20.6% | -35.5% | +56.1% | +26.8% |
| YTD | +34.7% | -54.4% | +89.0% | +54.5% |
| 1Y | +29.7% | -52.9% | +82.5% | +47.3% |
| All | +93.4% | -38.4% | +131.8% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling