-41.2%
FIS vs BR
+189.7%
-230.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -9.0% | -3.0% | -6.0% | -7.2% |
| 30D | -9.0% | -0.3% | -8.7% | -8.9% |
| 3M | -0.5% | +17.3% | -17.8% | -10.0% |
| 6M | -23.1% | -6.7% | -16.4% | -20.3% |
| YTD | -41.5% | -23.4% | -18.0% | -32.0% |
| 1Y | -42.2% | -32.7% | -9.5% | -27.5% |
| 3Y | -26.3% | -5.9% | -20.4% | -25.8% |
| 5Y | -65.2% | +8.4% | -73.6% | -68.6% |
| All | -41.2% | +189.7% | -230.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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