-71.4%
FIS vs A
+15.4%
-86.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.8% |
| 7D | -25.5% | -0.1% | -25.4% | -25.6% |
| 30D | -15.1% | +3.4% | -18.4% | -16.4% |
| 3M | -32.1% | +23.8% | -55.9% | -37.7% |
| 6M | -36.1% | +49.0% | -85.1% | -45.8% |
| YTD | -55.4% | +29.4% | -84.8% | -60.1% |
| 1Y | -53.9% | +19.4% | -73.3% | -57.4% |
| 3Y | -39.8% | +66.2% | -105.9% | -53.9% |
| All | -71.4% | +15.4% | -86.7% | -76.0% |
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 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