-52.4%
FIS vs D
+48.0%
-100.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.4% |
| 30D | -16.7% | +7.7% | -24.5% | -19.6% |
| 3M | -32.3% | -0.3% | -32.0% | -32.6% |
| 6M | -29.1% | +10.1% | -39.1% | -32.3% |
| YTD | -54.1% | +19.1% | -73.2% | -57.9% |
| 1Y | -53.7% | +15.9% | -69.6% | -57.1% |
| 3Y | -38.8% | +75.0% | -113.8% | -53.6% |
| 5Y | -71.1% | +13.4% | -84.5% | -73.6% |
| All | -52.4% | +48.0% | -100.4% | -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