-55.3%
FIS vs ES
+82.6%
-137.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -29.4% | -0.1% | -29.3% | -29.6% |
| 30D | -16.7% | +5.7% | -22.5% | -18.7% |
| 3M | -33.0% | -2.8% | -30.2% | -32.5% |
| 6M | -33.3% | +7.0% | -40.3% | -35.3% |
| YTD | -56.0% | +6.8% | -62.8% | -57.6% |
| 1Y | -54.6% | -0.5% | -54.1% | -55.2% |
| 3Y | -40.6% | +47.2% | -87.8% | -51.6% |
| 5Y | -71.9% | +2.3% | -74.2% | -73.4% |
| 10Y | -55.3% | +85.6% | -141.0% | -63.3% |
| All | -55.3% | +82.6% | -137.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling