-77.2%
FIS vs BTDR
-44.0%
-33.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.6% | +12.8% | +4.4% |
| 7D | +2.8% | -6.9% | +9.7% | +3.0% |
| 30D | -16.7% | -31.5% | +14.8% | -16.1% |
| 3M | -32.3% | -36.1% | +3.8% | -31.8% |
| 6M | -29.1% | -57.6% | +28.6% | -28.2% |
| YTD | -54.1% | -50.0% | -4.1% | -54.0% |
| 1Y | -53.7% | -49.6% | -4.1% | -53.7% |
| 3Y | -38.8% | +48.5% | -87.4% | -42.3% |
| 5Y | -71.1% | -43.8% | -27.3% | -73.6% |
| All | -77.2% | -44.0% | -33.2% | -79.3% |
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