+230.6%
FIS vs BB
+106.2%
+124.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.4% | -6.7% | -2.7% |
| 7D | -25.5% | +3.8% | -29.3% | -26.0% |
| 30D | -15.1% | -0.3% | -14.7% | -15.6% |
| 3M | -32.1% | -0.5% | -31.7% | -32.8% |
| 6M | -36.1% | +45.9% | -82.0% | -40.3% |
| YTD | -55.4% | +130.6% | -186.0% | -60.7% |
| 1Y | -53.9% | +89.2% | -143.1% | -58.5% |
| 3Y | -39.8% | +137.5% | -177.3% | -49.3% |
| 5Y | -71.1% | -20.9% | -50.2% | -73.0% |
| 10Y | -53.8% | +25.4% | -79.2% | -64.4% |
| All | +230.6% | +106.2% | +124.4% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling