+156.3%
FDX vs FIS
-54.6%
+210.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.9% |
| 7D | +0.2% | -29.4% | +29.6% | +10.8% |
| 30D | +9.3% | -16.7% | +26.0% | +13.6% |
| 3M | +0.5% | -33.0% | +33.5% | +12.8% |
| 6M | +5.3% | -33.3% | +38.7% | +17.5% |
| YTD | +38.6% | -56.0% | +94.6% | +79.8% |
| 1Y | +53.5% | -54.6% | +108.1% | +96.5% |
| 3Y | +74.2% | -40.6% | +114.9% | +93.9% |
| 5Y | +75.3% | -71.9% | +147.2% | +161.9% |
| 10Y | +156.3% | -55.3% | +211.6% | +218.3% |
| All | +156.3% | -54.6% | +210.9% | +218.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling