-70.6%
FIS vs BTDR
+15.3%
-85.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.5% | +7.7% | +1.3% |
| 7D | -8.9% | -3.2% | -5.7% | -8.8% |
| 30D | -9.9% | +32.7% | -42.6% | -10.7% |
| 3M | 0.0% | -28.4% | +28.4% | +0.6% |
| 6M | -22.9% | +51.7% | -74.6% | -24.7% |
| YTD | -40.9% | +2.9% | -43.7% | -41.6% |
| 1Y | -40.4% | -15.5% | -25.0% | -41.3% |
| 3Y | -25.4% | 0.0% | -25.4% | -30.7% |
| 5Y | -64.8% | +16.5% | -81.3% | -68.3% |
| All | -70.6% | +15.3% | -85.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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