-40.2%
FIS vs D
+35.9%
-76.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.1% |
| 7D | -3.5% | +0.8% | -4.2% | -3.8% |
| 30D | -7.8% | -0.7% | -7.1% | -7.6% |
| 3M | +0.8% | +2.1% | -1.3% | -0.1% |
| 6M | -21.9% | +6.8% | -28.7% | -24.4% |
| YTD | -39.5% | +16.5% | -56.0% | -43.7% |
| 1Y | -41.0% | +19.2% | -60.1% | -45.7% |
| 3Y | -23.6% | +61.9% | -85.5% | -39.7% |
| 5Y | -65.6% | +6.5% | -72.2% | -67.6% |
| 10Y | -40.2% | +35.3% | -75.5% | -47.3% |
| All | -40.2% | +35.9% | -76.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded D 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling