-52.0%
FIS vs D
+47.5%
-99.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | +1.5% | -2.4% | +3.9% | +2.5% |
| 30D | -11.8% | +9.0% | -20.8% | -15.2% |
| 3M | -28.5% | +1.0% | -29.5% | -29.2% |
| 6M | -27.0% | +11.0% | -38.0% | -30.6% |
| YTD | -53.1% | +19.8% | -72.9% | -57.1% |
| 1Y | -52.8% | +16.0% | -68.7% | -56.2% |
| 3Y | -37.5% | +74.4% | -111.8% | -52.5% |
| 5Y | -71.1% | +13.5% | -84.6% | -73.6% |
| 10Y | -52.0% | +48.4% | -100.4% | -59.3% |
| All | -52.0% | +47.5% | -99.5% | -59.3% |
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 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