-55.5%
FIS vs A
+312.5%
-367.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | -27.4% | +1.4% | -28.8% | -28.0% |
| 30D | -16.8% | +4.3% | -21.1% | -18.8% |
| 3M | -32.6% | +19.8% | -52.4% | -38.4% |
| 6M | -33.4% | +54.4% | -87.8% | -46.3% |
| YTD | -56.0% | +31.7% | -87.8% | -62.0% |
| 1Y | -55.1% | +22.4% | -77.5% | -59.9% |
| 3Y | -41.4% | +67.7% | -109.1% | -57.0% |
| 5Y | -72.7% | +15.7% | -88.4% | -76.3% |
| 10Y | -55.5% | +308.7% | -364.2% | -78.7% |
| All | -55.5% | +312.5% | -367.9% | -78.7% |
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