+74.1%
FDX vs FIS
-38.7%
+112.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.6% | +1.0% |
| 7D | +5.2% | +2.8% | +2.4% | +4.8% |
| 30D | +11.3% | -16.7% | +28.0% | +12.4% |
| 3M | -4.1% | -32.3% | +28.2% | +0.5% |
| 6M | +9.6% | -29.1% | +38.7% | +13.6% |
| YTD | +40.9% | -54.1% | +95.0% | +62.9% |
| 1Y | +53.0% | -53.7% | +106.7% | +76.3% |
| 3Y | +74.1% | -38.8% | +112.9% | +72.1% |
| All | +74.1% | -38.7% | +112.8% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling