+351.3%
FERG vs FIS
-39.8%
+391.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -2.6% | -7.9% | +5.3% | -1.3% |
| 30D | -8.9% | -8.0% | -0.9% | -7.7% |
| 3M | -2.0% | +0.6% | -2.6% | -2.5% |
| 6M | -3.2% | -22.2% | +19.0% | +0.3% |
| YTD | +1.5% | -40.8% | +42.3% | +10.0% |
| 1Y | +0.5% | -41.5% | +42.0% | +9.0% |
| 3Y | +50.4% | -25.5% | +75.9% | +56.8% |
| 5Y | +68.7% | -64.8% | +133.5% | +87.5% |
| All | +351.3% | -39.8% | +391.1% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling