-54.3%
FIS vs ALL
+376.2%
-430.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.6% |
| 30D | -19.4% | +12.8% | -32.2% | -24.2% |
| 3M | -31.6% | +4.7% | -36.2% | -33.4% |
| 6M | -32.5% | +24.9% | -57.5% | -39.8% |
| YTD | -56.0% | +30.0% | -86.0% | -61.6% |
| 1Y | -55.5% | +29.9% | -85.5% | -61.3% |
| 3Y | -41.3% | +117.5% | -158.9% | -62.0% |
| 5Y | -72.3% | +161.7% | -233.9% | -84.5% |
| All | -54.3% | +376.2% | -430.5% | -79.2% |
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