-40.9%
FIS vs BEN
+53.7%
-94.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -9.1% | +3.4% | -12.4% | -10.1% |
| 30D | -10.4% | +1.8% | -12.2% | -11.1% |
| 3M | -3.7% | +8.4% | -12.1% | -6.6% |
| 6M | -24.8% | +35.6% | -60.4% | -33.0% |
| YTD | -41.6% | +46.4% | -87.9% | -49.4% |
| 1Y | -42.7% | +46.3% | -89.1% | -50.5% |
| 3Y | -26.2% | +54.6% | -80.8% | -39.0% |
| 5Y | -66.1% | +39.4% | -105.5% | -71.6% |
| 10Y | -40.9% | +57.6% | -98.4% | -57.7% |
| All | -40.9% | +53.7% | -94.5% | -57.7% |
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