-71.4%
FIS vs BEN
+19.4%
-90.8%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -7.0% | -3.9% |
| 7D | -25.5% | +6.6% | -32.1% | -27.7% |
| 30D | -15.1% | +3.8% | -18.9% | -16.9% |
| 3M | -32.1% | +0.2% | -32.3% | -32.7% |
| 6M | -36.1% | +10.4% | -46.5% | -39.4% |
| YTD | -55.4% | +46.2% | -101.6% | -62.5% |
| 1Y | -53.9% | +52.3% | -106.1% | -61.9% |
| 3Y | -39.8% | +65.9% | -105.7% | -53.7% |
| All | -71.4% | +19.4% | -90.8% | -75.7% |
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 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