+65.8%
FDX vs FIS
-19.7%
+85.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -2.7% |
| 30D | +3.8% | -2.2% | +6.0% | +4.2% |
| 3M | -1.3% | +2.1% | -3.4% | -2.0% |
| 6M | +5.0% | -14.7% | +19.7% | +8.2% |
| YTD | +39.6% | -35.7% | +75.3% | +56.1% |
| 1Y | +81.1% | -37.1% | +118.2% | +103.5% |
| All | +65.8% | -19.7% | +85.5% | +55.3% |
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 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