-55.5%
FIS vs BB
+28.9%
-84.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | -27.4% | +11.6% | -39.0% | -28.3% |
| 30D | -16.8% | +2.6% | -19.4% | -17.5% |
| 3M | -32.6% | +3.5% | -36.1% | -33.5% |
| 6M | -33.4% | +43.5% | -76.9% | -37.4% |
| YTD | -56.0% | +141.2% | -197.2% | -61.2% |
| 1Y | -55.1% | +97.4% | -152.5% | -59.6% |
| 3Y | -41.4% | +151.1% | -192.5% | -50.6% |
| 5Y | -72.7% | -12.8% | -59.9% | -74.9% |
| 10Y | -55.5% | +27.5% | -82.9% | -67.5% |
| All | -55.5% | +28.9% | -84.4% | -67.5% |
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