-41.0%
FIS vs ES
+17.8%
-58.8%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.9% |
| 7D | -3.5% | +1.4% | -4.9% | -3.5% |
| 30D | -7.8% | -1.2% | -6.7% | -7.8% |
| 3M | +0.8% | +5.0% | -4.2% | +1.1% |
| 6M | -21.9% | -2.8% | -19.1% | -21.8% |
| YTD | -39.5% | +8.6% | -48.1% | -39.3% |
| 1Y | -41.0% | +18.9% | -59.9% | -39.1% |
| All | -41.0% | +17.8% | -58.8% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling