-52.4%
FIS vs ACWI
+224.5%
-276.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.4% |
| 7D | +2.8% | +2.4% | +0.4% | +0.5% |
| 30D | -16.7% | -1.7% | -15.0% | -16.1% |
| 3M | -32.3% | -3.9% | -28.4% | -30.2% |
| 6M | -29.1% | +0.8% | -29.8% | -30.8% |
| YTD | -54.1% | +11.0% | -65.2% | -59.8% |
| 1Y | -53.7% | +13.1% | -66.8% | -60.2% |
| 3Y | -38.8% | +73.9% | -112.7% | -67.4% |
| 5Y | -71.1% | +59.0% | -130.1% | -82.9% |
| All | -52.4% | +224.5% | -276.8% | -84.8% |
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