-40.7%
FIS vs BG
+171.4%
-212.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | -8.9% | +3.7% | -12.6% | -9.8% |
| 30D | -9.9% | +12.3% | -22.3% | -12.6% |
| 3M | 0.0% | -2.2% | +2.2% | 0.0% |
| 6M | -22.9% | +5.3% | -28.2% | -24.7% |
| YTD | -40.9% | +42.4% | -83.3% | -47.0% |
| 1Y | -40.4% | +55.2% | -95.6% | -48.2% |
| 3Y | -25.4% | +21.0% | -46.3% | -31.4% |
| 5Y | -64.8% | +87.1% | -152.0% | -72.3% |
| All | -40.7% | +171.4% | -212.1% | -61.9% |
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