-40.6%
FIS vs BBY
+252.7%
-293.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.7% |
| 7D | -7.9% | +0.6% | -8.5% | -8.0% |
| 30D | -8.0% | +9.4% | -17.4% | -10.3% |
| 3M | +0.6% | +19.3% | -18.7% | -4.4% |
| 6M | -22.2% | +47.9% | -70.1% | -30.9% |
| YTD | -40.8% | +39.6% | -80.3% | -46.6% |
| 1Y | -41.5% | +22.2% | -63.7% | -45.6% |
| 3Y | -25.5% | +45.0% | -70.5% | -36.5% |
| 5Y | -64.8% | +2.6% | -67.3% | -67.9% |
| All | -40.6% | +252.7% | -293.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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