-71.1%
FIS vs D
+13.0%
-84.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.8% |
| 7D | +1.5% | -2.4% | +3.9% | +2.2% |
| 30D | -11.8% | +9.0% | -20.8% | -14.3% |
| 3M | -28.5% | +1.0% | -29.5% | -29.0% |
| 6M | -27.0% | +11.0% | -38.0% | -29.6% |
| YTD | -53.1% | +19.8% | -72.9% | -56.1% |
| 1Y | -52.8% | +16.0% | -68.7% | -55.3% |
| 3Y | -37.5% | +74.4% | -111.8% | -49.6% |
| 5Y | -71.1% | +13.5% | -84.6% | -72.1% |
| All | -71.1% | +13.0% | -84.0% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling