-53.7%
FIS vs D
+15.6%
-69.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.2% |
| 7D | +2.8% | -1.4% | +4.2% | +2.6% |
| 30D | -16.7% | +7.7% | -24.5% | -16.6% |
| 3M | -32.3% | -0.3% | -32.0% | -32.3% |
| 6M | -29.1% | +10.1% | -39.1% | -28.6% |
| YTD | -54.1% | +19.1% | -73.2% | -52.4% |
| 1Y | -53.7% | +15.9% | -69.6% | -52.1% |
| All | -53.7% | +15.6% | -69.4% | -52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling