-37.5%
FIS vs D
+74.4%
-111.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.8% |
| 7D | +1.5% | -2.4% | +3.9% | +2.0% |
| 30D | -11.8% | +9.0% | -20.8% | -13.7% |
| 3M | -28.5% | +1.0% | -29.5% | -28.9% |
| 6M | -27.0% | +11.0% | -38.0% | -29.0% |
| YTD | -53.1% | +19.8% | -72.9% | -55.5% |
| 1Y | -52.8% | +16.0% | -68.7% | -54.8% |
| All | -37.5% | +74.4% | -111.9% | -46.9% |
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 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