-18.5%
FIS vs ES
+29.7%
-48.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -2.2% | -2.0% | -0.3% | -1.8% |
| 3M | +2.1% | +1.7% | +0.5% | +1.8% |
| 6M | -14.7% | -3.5% | -11.1% | -14.0% |
| YTD | -35.7% | +7.9% | -43.6% | -37.2% |
| 1Y | -37.1% | +17.2% | -54.2% | -40.6% |
| All | -18.5% | +29.7% | -48.2% | -28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling