-52.4%
FIS vs A
+302.9%
-355.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -16.7% | 0.0% | -16.7% | -17.1% |
| 3M | -32.3% | +16.7% | -49.0% | -37.3% |
| 6M | -29.1% | +54.8% | -83.9% | -42.9% |
| YTD | -54.1% | +28.8% | -82.9% | -59.9% |
| 1Y | -53.7% | +19.3% | -73.0% | -58.1% |
| 3Y | -38.8% | +65.5% | -104.4% | -54.9% |
| 5Y | -71.1% | +12.1% | -83.2% | -74.5% |
| All | -52.4% | +302.9% | -355.2% | -76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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