+107.2%
FAST vs FIS
-62.1%
+169.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -0.4% | +1.1% | -1.4% | -0.6% |
| 30D | -0.8% | -2.2% | +1.4% | -0.5% |
| 3M | +5.8% | +2.1% | +3.6% | +5.0% |
| 6M | +8.0% | -14.7% | +22.7% | +10.6% |
| YTD | +25.6% | -35.7% | +61.3% | +36.2% |
| 1Y | +0.8% | -37.1% | +37.9% | +9.6% |
| 3Y | +86.1% | -20.0% | +106.1% | +92.4% |
| All | +107.2% | -62.1% | +169.3% | +145.2% |
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