-52.4%
FIS vs BG
+111.0%
-163.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.8% |
| 7D | +2.8% | +2.6% | +0.2% | +2.2% |
| 30D | -16.7% | -6.7% | -10.1% | -15.5% |
| 3M | -32.3% | -9.3% | -23.0% | -31.0% |
| 6M | -29.1% | -18.3% | -10.7% | -26.2% |
| YTD | -54.1% | +16.2% | -70.3% | -57.1% |
| 1Y | -53.7% | +7.6% | -61.3% | -55.7% |
| 3Y | -38.8% | +6.6% | -45.4% | -42.5% |
| 5Y | -71.1% | +22.2% | -93.3% | -74.6% |
| All | -52.4% | +111.0% | -163.4% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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