-52.4%
FIS vs BEN
+58.7%
-111.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.0% |
| 7D | +2.8% | +6.8% | -4.0% | +0.5% |
| 30D | -16.7% | +18.0% | -34.7% | -21.9% |
| 3M | -32.3% | +7.5% | -39.8% | -34.5% |
| 6M | -29.1% | +14.7% | -43.8% | -33.2% |
| YTD | -54.1% | +56.1% | -110.2% | -61.5% |
| 1Y | -53.7% | +69.6% | -123.3% | -62.3% |
| 3Y | -38.8% | +87.7% | -126.5% | -53.4% |
| 5Y | -71.1% | +28.6% | -99.7% | -75.3% |
| All | -52.4% | +58.7% | -111.1% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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