+131.5%
FIS vs BR
+1,321.0%
-1,189.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.4% | +0.9% |
| 7D | +1.1% | -5.3% | +6.4% | +4.1% |
| 30D | -2.2% | +6.4% | -8.7% | -5.7% |
| 3M | +2.1% | +13.6% | -11.5% | -5.1% |
| 6M | -14.7% | -6.7% | -8.0% | -11.8% |
| YTD | -35.7% | -21.1% | -14.6% | -27.3% |
| 1Y | -37.1% | -29.6% | -7.5% | -24.3% |
| 3Y | -20.0% | -2.4% | -17.6% | -20.6% |
| 5Y | -62.1% | +11.2% | -73.4% | -65.5% |
| 10Y | -37.4% | +191.8% | -229.2% | -66.3% |
| All | +131.5% | +1,321.0% | -1,189.4% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling