-68.1%
FIS vs BTDR
+23.8%
-91.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.9% | -1.0% |
| 7D | +1.1% | +20.0% | -18.9% | +0.6% |
| 30D | -2.2% | +11.9% | -14.2% | -2.6% |
| 3M | +2.1% | -36.9% | +39.1% | +3.2% |
| 6M | -14.7% | +56.5% | -71.2% | -16.7% |
| YTD | -35.7% | +10.4% | -46.1% | -36.6% |
| 1Y | -37.1% | +3.1% | -40.1% | -38.4% |
| 3Y | -20.0% | -2.6% | -17.4% | -25.9% |
| 5Y | -62.1% | +25.2% | -87.3% | -65.9% |
| All | -68.1% | +23.8% | -91.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling