+50.9%
FERG vs FIS
-26.4%
+77.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.1% | -0.6% |
| 7D | +0.9% | -9.1% | +10.0% | +2.9% |
| 30D | -15.1% | -10.4% | -4.6% | -13.2% |
| 3M | -4.8% | -3.7% | -1.1% | -4.7% |
| 6M | -2.5% | -24.8% | +22.3% | +3.7% |
| YTD | +1.8% | -41.6% | +43.4% | +16.6% |
| 1Y | -0.3% | -42.7% | +42.4% | +14.7% |
| All | +50.9% | -26.4% | +77.3% | +59.4% |
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