-38.8%
FIS vs BB
+3.7%
-42.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.2% | -8.1% | -6.1% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -7.8% | -12.4% | +4.5% | -6.7% |
| 3M | +0.8% | -15.3% | +16.1% | +1.5% |
| 6M | -21.9% | +128.8% | -150.7% | -30.4% |
| YTD | -39.5% | +107.7% | -147.1% | -45.4% |
| 1Y | -41.0% | +103.9% | -144.9% | -46.9% |
| 3Y | -23.6% | +72.6% | -96.2% | -32.5% |
| 5Y | -65.6% | -24.3% | -41.4% | -67.8% |
| All | -38.8% | +3.7% | -42.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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