-52.4%
FIS vs ES
+98.2%
-150.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +2.8% | +2.7% | +0.1% | +1.8% |
| 30D | -16.7% | +7.6% | -24.3% | -19.2% |
| 3M | -32.3% | +0.5% | -32.8% | -32.6% |
| 6M | -29.1% | +7.6% | -36.7% | -31.3% |
| YTD | -54.1% | +10.2% | -64.4% | -56.3% |
| 1Y | -53.7% | +1.8% | -55.6% | -54.7% |
| 3Y | -38.8% | +55.4% | -94.2% | -51.2% |
| 5Y | -71.1% | +7.3% | -78.4% | -73.2% |
| All | -52.4% | +98.2% | -150.6% | -61.4% |
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