-54.5%
FIS vs ACWI
+219.0%
-273.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -25.5% | -2.4% | -23.1% | -24.2% |
| 30D | -15.1% | -5.2% | -9.9% | -11.3% |
| 3M | -32.1% | -4.8% | -27.3% | -29.4% |
| 6M | -36.1% | -1.3% | -34.7% | -36.5% |
| YTD | -55.4% | +8.4% | -63.8% | -59.9% |
| 1Y | -53.9% | +11.0% | -64.9% | -59.6% |
| 3Y | -39.8% | +70.6% | -110.3% | -67.3% |
| 5Y | -71.1% | +55.3% | -126.4% | -82.5% |
| All | -54.5% | +219.0% | -273.5% | -85.5% |
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