-55.5%
FIS vs BEN
+55.0%
-110.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | -27.4% | +12.1% | -39.5% | -30.7% |
| 30D | -16.8% | +13.4% | -30.2% | -21.0% |
| 3M | -32.6% | +9.4% | -42.0% | -35.2% |
| 6M | -33.4% | +19.3% | -52.7% | -38.1% |
| YTD | -56.0% | +57.3% | -113.3% | -63.2% |
| 1Y | -55.1% | +69.1% | -124.2% | -63.4% |
| 3Y | -41.4% | +85.6% | -127.0% | -55.1% |
| 5Y | -72.7% | +32.9% | -105.6% | -76.9% |
| 10Y | -55.5% | +58.3% | -113.8% | -68.2% |
| All | -55.5% | +55.0% | -110.4% | -68.2% |
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