-26.5%
FIS vs BG
+19.0%
-45.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -9.1% | +0.5% | -9.6% | -9.1% |
| 30D | -10.4% | +10.3% | -20.8% | -11.0% |
| 3M | -3.7% | -1.9% | -1.8% | -3.3% |
| 6M | -24.8% | +5.2% | -30.0% | -25.2% |
| YTD | -41.6% | +41.2% | -82.7% | -44.5% |
| 1Y | -42.7% | +50.5% | -93.3% | -46.3% |
| All | -26.5% | +19.0% | -45.5% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling