-66.1%
FIS vs BTDR
+24.7%
-90.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.4% |
| 7D | -9.1% | +14.8% | -23.9% | -9.4% |
| 30D | -10.4% | +41.8% | -52.3% | -11.4% |
| 3M | -3.7% | -29.2% | +25.5% | -3.0% |
| 6M | -24.8% | +66.2% | -90.9% | -26.7% |
| YTD | -41.6% | +10.0% | -51.6% | -42.4% |
| 1Y | -42.7% | -11.0% | -31.8% | -43.6% |
| 3Y | -26.2% | +6.9% | -33.2% | -31.6% |
| 5Y | -66.1% | +24.7% | -90.8% | -70.1% |
| All | -66.1% | +24.7% | -90.8% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling