-26.5%
FIS vs BR
-5.1%
-21.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -9.1% | -5.0% | -4.1% | -6.3% |
| 30D | -10.4% | -2.5% | -8.0% | -9.2% |
| 3M | -3.7% | +13.5% | -17.2% | -11.1% |
| 6M | -24.8% | -9.4% | -15.4% | -21.7% |
| YTD | -41.6% | -23.3% | -18.3% | -33.6% |
| 1Y | -42.7% | -31.6% | -11.1% | -31.1% |
| All | -26.5% | -5.1% | -21.4% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling