+72.5%
FDX vs FIS
-72.9%
+145.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.1% | +5.1% | +0.3% |
| 7D | +0.8% | -3.5% | +4.3% | +1.5% |
| 30D | +9.9% | -19.4% | +29.3% | +13.3% |
| 3M | -1.9% | -31.6% | +29.7% | +5.3% |
| 6M | +6.1% | -32.5% | +38.6% | +13.7% |
| YTD | +38.8% | -56.0% | +94.8% | +66.8% |
| 1Y | +50.0% | -55.5% | +105.5% | +79.7% |
| 3Y | +71.0% | -41.3% | +112.4% | +85.2% |
| 5Y | +72.5% | -72.3% | +144.7% | +129.0% |
| All | +72.5% | -72.9% | +145.4% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling