-52.4%
FIS vs BB
+21.8%
-74.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.4% | +6.6% | +4.4% |
| 7D | +2.8% | +1.8% | +1.0% | +2.6% |
| 30D | -16.7% | +8.1% | -24.9% | -17.8% |
| 3M | -32.3% | -1.0% | -31.3% | -32.9% |
| 6M | -29.1% | +45.9% | -75.0% | -33.5% |
| YTD | -54.1% | +134.8% | -189.0% | -59.5% |
| 1Y | -53.7% | +104.6% | -158.3% | -58.5% |
| 3Y | -38.8% | +152.8% | -191.7% | -48.5% |
| 5Y | -71.1% | -17.4% | -53.7% | -73.3% |
| All | -52.4% | +21.8% | -74.1% | -65.4% |
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