-55.6%
FIS vs BEN
+64.3%
-119.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.2% | -4.9% | -6.0% |
| 7D | -3.5% | +11.3% | -14.8% | -4.2% |
| 30D | -19.4% | +15.0% | -34.4% | -20.8% |
| 3M | -31.6% | +7.8% | -39.4% | -31.7% |
| 6M | -32.5% | +15.5% | -48.0% | -34.2% |
| YTD | -56.0% | +55.4% | -111.4% | -61.6% |
| All | -55.6% | +64.3% | -119.9% | -62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling