-38.8%
FIS vs ALL
+358.9%
-397.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.8% |
| 7D | -3.5% | -1.7% | -1.7% | -2.6% |
| 30D | -7.8% | -4.7% | -3.2% | -5.7% |
| 3M | +0.8% | +18.4% | -17.5% | -7.0% |
| 6M | -21.9% | +20.5% | -42.4% | -28.7% |
| YTD | -39.5% | +23.5% | -63.0% | -45.6% |
| 1Y | -41.0% | +29.0% | -70.0% | -48.3% |
| 3Y | -23.6% | +153.7% | -177.3% | -54.4% |
| 5Y | -65.6% | +114.8% | -180.4% | -78.4% |
| All | -38.8% | +358.9% | -397.6% | -72.0% |
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