-72.3%
FIS vs D
+12.4%
-84.6%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.8% | -5.3% | -5.9% |
| 7D | -3.5% | -3.1% | -0.4% | -2.7% |
| 30D | -19.4% | +8.4% | -27.8% | -21.6% |
| 3M | -31.6% | +0.2% | -31.8% | -31.9% |
| 6M | -32.5% | +9.5% | -42.0% | -34.7% |
| YTD | -56.0% | +18.8% | -74.8% | -58.7% |
| 1Y | -55.5% | +14.7% | -70.2% | -57.8% |
| 3Y | -41.3% | +72.9% | -114.3% | -52.5% |
| 5Y | -72.3% | +13.1% | -85.4% | -73.2% |
| All | -72.3% | +12.4% | -84.6% | -73.2% |
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