-41.4%
FIS vs BAX
-15.3%
-26.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -27.4% | +3.6% | -31.0% | -28.0% |
| 30D | -16.8% | +8.5% | -25.3% | -18.5% |
| 3M | -32.6% | -4.9% | -27.8% | -32.2% |
| 6M | -33.4% | +47.0% | -80.4% | -38.2% |
| YTD | -56.0% | +38.4% | -94.5% | -59.1% |
| 1Y | -55.1% | +49.1% | -104.2% | -58.8% |
| 3Y | -41.4% | -14.9% | -26.5% | -43.7% |
| All | -41.4% | -15.3% | -26.1% | -43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling