-38.8%
FIS vs D
+73.4%
-112.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +2.8% | -1.4% | +4.2% | +3.1% |
| 30D | -16.7% | +7.7% | -24.5% | -18.3% |
| 3M | -32.3% | -0.3% | -32.0% | -32.4% |
| 6M | -29.1% | +10.1% | -39.1% | -30.8% |
| YTD | -54.1% | +19.1% | -73.2% | -56.4% |
| 1Y | -53.7% | +15.9% | -69.6% | -55.7% |
| 3Y | -38.8% | +75.0% | -113.8% | -48.0% |
| All | -38.8% | +73.4% | -112.2% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling