-55.5%
FIS vs BAX
-34.5%
-21.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -27.4% | +3.6% | -31.0% | -28.5% |
| 30D | -16.8% | +8.5% | -25.3% | -19.6% |
| 3M | -32.6% | -4.9% | -27.8% | -32.0% |
| 6M | -33.4% | +47.0% | -80.4% | -42.0% |
| YTD | -56.0% | +38.4% | -94.5% | -61.6% |
| 1Y | -55.1% | +49.1% | -104.2% | -61.9% |
| 3Y | -41.4% | -14.9% | -26.5% | -42.3% |
| 5Y | -72.7% | -63.1% | -9.5% | -61.3% |
| 10Y | -55.5% | -35.6% | -19.9% | -46.7% |
| All | -55.5% | -34.5% | -21.0% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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