-52.4%
FIS vs BR
+277.7%
-330.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +2.8% | +1.1% | +1.7% | +2.2% |
| 30D | -16.7% | +14.4% | -31.1% | -23.6% |
| 3M | -32.3% | +12.4% | -44.7% | -37.3% |
| 6M | -29.1% | +35.4% | -64.5% | -41.5% |
| YTD | -54.1% | -12.2% | -42.0% | -51.2% |
| 1Y | -53.7% | -12.7% | -41.0% | -50.5% |
| 3Y | -38.8% | +14.3% | -53.1% | -45.6% |
| 5Y | -71.1% | +19.3% | -90.4% | -75.5% |
| All | -52.4% | +277.7% | -330.1% | -77.3% |
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