+230.6%
FIS vs ALL
+982.3%
-751.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.5% | +2.2% | -0.4% |
| 7D | -25.5% | -1.9% | -23.5% | -25.2% |
| 30D | -15.1% | +13.8% | -28.8% | -19.8% |
| 3M | -32.1% | -7.0% | -25.1% | -30.3% |
| 6M | -36.1% | +18.0% | -54.1% | -40.8% |
| YTD | -55.4% | +24.2% | -79.6% | -59.7% |
| 1Y | -53.9% | +31.2% | -85.1% | -59.4% |
| 3Y | -39.8% | +107.5% | -147.3% | -57.3% |
| 5Y | -71.1% | +144.8% | -215.9% | -81.4% |
| 10Y | -53.8% | +375.8% | -429.6% | -77.7% |
| All | +230.6% | +982.3% | -751.7% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling