-65.6%
FIS vs BEN
+42.4%
-108.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -3.5% | +4.7% | -8.1% | -5.1% |
| 30D | -7.8% | +2.6% | -10.4% | -8.8% |
| 3M | +0.8% | +11.5% | -10.7% | -3.6% |
| 6M | -21.9% | +35.3% | -57.2% | -31.2% |
| YTD | -39.5% | +48.6% | -88.1% | -48.7% |
| 1Y | -41.0% | +46.7% | -87.7% | -49.8% |
| 3Y | -23.6% | +57.0% | -80.6% | -38.5% |
| 5Y | -65.6% | +41.8% | -107.4% | -73.2% |
| All | -65.6% | +42.4% | -108.0% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling