-40.2%
FIS vs A
+237.5%
-277.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.7% | -3.2% | -4.7% |
| 7D | -3.5% | -2.1% | -1.4% | -2.5% |
| 30D | -7.8% | +0.6% | -8.4% | -8.2% |
| 3M | +0.8% | +10.9% | -10.0% | -4.2% |
| 6M | -21.9% | +28.2% | -50.1% | -31.2% |
| YTD | -39.5% | +8.6% | -48.1% | -42.5% |
| 1Y | -41.0% | +15.5% | -56.5% | -45.8% |
| 3Y | -23.6% | +31.8% | -55.4% | -37.0% |
| 5Y | -65.6% | -14.9% | -50.8% | -65.2% |
| 10Y | -40.2% | +237.8% | -278.0% | -69.0% |
| All | -40.2% | +237.5% | -277.7% | -69.0% |
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