-66.1%
FIS vs A
-16.2%
-49.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | -9.1% | -4.4% | -4.7% | -7.5% |
| 30D | -10.4% | -2.7% | -7.8% | -9.6% |
| 3M | -3.7% | +7.0% | -10.7% | -6.5% |
| 6M | -24.8% | +24.6% | -49.4% | -31.6% |
| YTD | -41.6% | +7.0% | -48.6% | -43.6% |
| 1Y | -42.7% | +15.6% | -58.3% | -46.6% |
| 3Y | -26.2% | +29.9% | -56.1% | -37.3% |
| 5Y | -66.1% | -15.4% | -50.7% | -69.3% |
| All | -66.1% | -16.2% | -49.9% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling