-55.3%
FIS vs ACWI
+226.8%
-282.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -3.9% |
| 7D | -29.4% | +0.3% | -29.7% | -30.1% |
| 30D | -16.7% | -2.8% | -13.9% | -15.2% |
| 3M | -33.0% | -3.2% | -29.8% | -31.5% |
| 6M | -33.3% | +1.3% | -34.6% | -35.3% |
| YTD | -56.0% | +11.2% | -67.2% | -61.5% |
| 1Y | -54.6% | +13.8% | -68.3% | -61.2% |
| 3Y | -40.6% | +76.2% | -116.8% | -68.8% |
| 5Y | -71.9% | +59.5% | -131.4% | -83.5% |
| 10Y | -55.3% | +222.2% | -277.5% | -86.0% |
| All | -55.3% | +226.8% | -282.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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