+4,578.6%
FAST vs FIS
+229.2%
+4,349.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +2.1% | -25.5% | +27.6% | +11.7% |
| 30D | +6.9% | -15.1% | +21.9% | +11.1% |
| 3M | +4.8% | -32.1% | +37.0% | +18.0% |
| 6M | +19.8% | -36.1% | +55.8% | +36.7% |
| YTD | +34.9% | -55.4% | +90.3% | +75.2% |
| 1Y | +32.8% | -53.9% | +86.7% | +70.1% |
| 3Y | +93.7% | -39.8% | +133.5% | +117.8% |
| 5Y | +105.3% | -71.1% | +176.4% | +192.3% |
| 10Y | +595.4% | -53.8% | +649.2% | +676.6% |
| All | +4,578.6% | +229.2% | +4,349.3% | +2,399.9% |
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