-36.5%
FIS vs D
+35.1%
-71.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +1.1% | +1.5% | -0.4% | +0.5% |
| 30D | -2.2% | -2.6% | +0.4% | -1.3% |
| 3M | +2.1% | 0.0% | +2.1% | +2.0% |
| 6M | -14.7% | +7.4% | -22.0% | -17.5% |
| YTD | -35.7% | +15.9% | -51.6% | -40.0% |
| 1Y | -37.1% | +18.1% | -55.2% | -41.9% |
| 3Y | -20.0% | +58.4% | -78.4% | -36.3% |
| 5Y | -62.1% | +5.2% | -67.3% | -64.1% |
| All | -36.5% | +35.1% | -71.5% | -43.9% |
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