+65.0%
FDX vs FIS
-50.5%
+115.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -23.7% | +27.3% | +3.2% |
| 7D | +8.1% | -18.4% | +26.6% | +7.5% |
| 30D | +13.9% | -11.4% | +25.3% | +12.9% |
| 3M | +5.5% | -32.0% | +37.5% | +5.1% |
| 6M | +15.1% | -35.6% | +50.7% | +14.9% |
| YTD | +43.2% | -53.8% | +97.0% | +55.7% |
| 1Y | +65.0% | -51.1% | +116.1% | +74.5% |
| All | +65.0% | -50.5% | +115.6% | +74.5% |
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