+376.5%
FIS vs D
+485.9%
-109.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +1.1% | +0.4% | +0.6% | +0.9% |
| 30D | -2.2% | -3.6% | +1.3% | -0.7% |
| 3M | +2.1% | -1.0% | +3.1% | +2.5% |
| 6M | -14.7% | +6.3% | -21.0% | -17.6% |
| YTD | -35.7% | +14.7% | -50.4% | -40.3% |
| 1Y | -37.1% | +16.9% | -54.0% | -42.3% |
| 3Y | -20.0% | +56.8% | -76.8% | -37.6% |
| 5Y | -62.1% | +5.2% | -67.3% | -64.7% |
| 10Y | -37.4% | +35.9% | -73.2% | -50.5% |
| All | +376.5% | +485.9% | -109.4% | +86.2% |
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 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