+238.2%
FIS vs D
+519.7%
-281.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -21.2% | +6.9% | -28.1% | -24.0% |
| 30D | -12.1% | +12.3% | -24.4% | -17.1% |
| 3M | -30.6% | +3.0% | -33.6% | -32.0% |
| 6M | -35.5% | +12.8% | -48.3% | -39.6% |
| YTD | -54.4% | +22.6% | -76.9% | -59.2% |
| 1Y | -52.9% | +21.7% | -74.5% | -57.8% |
| 3Y | -38.7% | +83.9% | -122.6% | -55.8% |
| 5Y | -70.4% | +14.0% | -84.4% | -73.6% |
| 10Y | -52.8% | +45.6% | -98.3% | -64.0% |
| All | +238.2% | +519.7% | -281.5% | +28.0% |
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