-52.4%
FIS vs ALL
+377.9%
-430.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +4.0% |
| 7D | +2.8% | +5.0% | -2.2% | +0.4% |
| 30D | -16.7% | +13.3% | -30.0% | -21.8% |
| 3M | -32.3% | +3.2% | -35.5% | -33.6% |
| 6M | -29.1% | +25.3% | -54.4% | -36.8% |
| YTD | -54.1% | +30.5% | -84.6% | -60.1% |
| 1Y | -53.7% | +29.2% | -82.9% | -59.6% |
| 3Y | -38.8% | +119.1% | -158.0% | -60.6% |
| 5Y | -71.1% | +162.6% | -233.7% | -83.9% |
| All | -52.4% | +377.9% | -430.3% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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