-54.5%
FIS vs D
+42.6%
-97.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.7% |
| 7D | -25.5% | +3.0% | -28.4% | -26.7% |
| 30D | -15.1% | +11.5% | -26.5% | -19.0% |
| 3M | -32.1% | +3.7% | -35.8% | -33.5% |
| 6M | -36.1% | +13.5% | -49.6% | -39.7% |
| YTD | -55.4% | +20.7% | -76.1% | -59.3% |
| 1Y | -53.9% | +18.2% | -72.1% | -57.6% |
| 3Y | -39.8% | +73.3% | -113.1% | -54.0% |
| 5Y | -71.1% | +12.3% | -83.4% | -73.5% |
| All | -54.5% | +42.6% | -97.0% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling