+183.9%
FDX vs FIS
-37.3%
+221.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.2% |
| 7D | -2.5% | +1.1% | -3.6% | -2.9% |
| 30D | +3.8% | -2.2% | +6.0% | +4.5% |
| 3M | -1.3% | +2.1% | -3.4% | -2.8% |
| 6M | +5.0% | -14.7% | +19.7% | +9.7% |
| YTD | +39.6% | -35.7% | +75.3% | +62.4% |
| 1Y | +81.1% | -37.1% | +118.2% | +111.8% |
| 3Y | +63.0% | -20.0% | +83.0% | +68.1% |
| 5Y | +65.6% | -62.1% | +127.7% | +130.3% |
| All | +183.9% | -37.3% | +221.2% | +228.7% |
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