+230.6%
FIS vs D
+510.5%
-279.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.6% |
| 7D | -25.5% | +3.0% | -28.4% | -26.9% |
| 30D | -15.1% | +11.5% | -26.5% | -19.6% |
| 3M | -32.1% | +3.7% | -35.8% | -33.7% |
| 6M | -36.1% | +13.5% | -49.6% | -40.3% |
| YTD | -55.4% | +20.7% | -76.1% | -59.8% |
| 1Y | -53.9% | +18.2% | -72.1% | -58.1% |
| 3Y | -39.8% | +73.3% | -113.1% | -55.3% |
| 5Y | -71.1% | +12.3% | -83.4% | -74.0% |
| 10Y | -53.8% | +43.4% | -97.2% | -64.6% |
| All | +230.6% | +510.5% | -279.9% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling