+1,348.4%
FERG vs FIS
+131.9%
+1,216.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -10.2% | -2.2% | -8.0% | -10.0% |
| 3M | -0.6% | +2.1% | -2.7% | -1.1% |
| 6M | -6.5% | -14.7% | +8.1% | -5.0% |
| YTD | +4.2% | -35.7% | +39.9% | +10.0% |
| 1Y | -2.3% | -37.1% | +34.8% | +3.4% |
| 3Y | +48.5% | -20.0% | +68.5% | +52.3% |
| 5Y | +72.0% | -62.1% | +134.1% | +85.7% |
| 10Y | +369.9% | -37.4% | +407.3% | +390.9% |
| All | +1,348.4% | +131.9% | +1,216.5% | +1,372.7% |
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