+1,254.0%
FDX vs FIS
+224.4%
+1,029.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.5% | -27.4% | +27.9% | +11.0% |
| 30D | +9.5% | -16.8% | +26.4% | +14.7% |
| 3M | -1.3% | -32.6% | +31.3% | +11.7% |
| 6M | +5.5% | -33.4% | +38.9% | +19.0% |
| YTD | +38.9% | -56.0% | +94.9% | +81.9% |
| 1Y | +58.8% | -55.1% | +113.9% | +106.2% |
| 3Y | +71.1% | -41.4% | +112.6% | +95.0% |
| 5Y | +76.3% | -72.7% | +149.0% | +161.1% |
| 10Y | +153.4% | -55.5% | +208.9% | +201.9% |
| All | +1,254.0% | +224.4% | +1,029.7% | +647.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling