+70.0%
FDX vs FIS
-71.2%
+141.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -1.6% | -25.5% | +23.8% | +3.7% |
| 30D | +6.6% | -15.1% | +21.7% | +8.6% |
| 3M | -2.1% | -32.1% | +30.0% | +5.4% |
| 6M | +2.2% | -36.1% | +38.2% | +11.1% |
| YTD | +33.9% | -55.4% | +89.3% | +60.6% |
| 1Y | +50.2% | -53.9% | +104.1% | +78.2% |
| 3Y | +65.5% | -39.8% | +105.3% | +78.2% |
| All | +70.0% | -71.2% | +141.2% | +124.2% |
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