+90.3%
FIS vs ACWI
+330.1%
-239.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | +2.2% |
| 7D | -21.2% | -4.0% | -17.1% | -18.7% |
| 30D | -12.1% | -5.8% | -6.2% | -7.9% |
| 3M | -30.6% | -5.0% | -25.6% | -27.9% |
| 6M | -35.5% | +0.7% | -36.2% | -37.0% |
| YTD | -54.4% | +8.4% | -62.8% | -58.5% |
| 1Y | -52.9% | +10.1% | -63.0% | -57.8% |
| 3Y | -38.7% | +70.8% | -109.4% | -63.9% |
| 5Y | -70.4% | +55.4% | -125.8% | -80.8% |
| 10Y | -52.8% | +223.3% | -276.1% | -83.9% |
| All | +90.3% | +330.1% | -239.8% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling