+111.1%
FAST vs FIS
-70.7%
+181.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | +0.2% |
| 7D | +4.3% | +1.5% | +2.8% | +4.0% |
| 30D | +8.3% | -11.8% | +20.1% | +9.3% |
| 3M | +6.5% | -28.5% | +35.0% | +11.3% |
| 6M | +29.5% | -27.0% | +56.5% | +34.5% |
| YTD | +41.3% | -53.1% | +94.4% | +59.8% |
| 1Y | +37.4% | -52.8% | +90.1% | +55.1% |
| 3Y | +98.5% | -37.5% | +136.0% | +111.6% |
| 5Y | +111.1% | -71.1% | +182.2% | +163.1% |
| All | +111.1% | -70.7% | +181.9% | +163.1% |
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