-71.1%
FIS vs ES
+3.8%
-74.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.3% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | -11.8% | +6.7% | -18.5% | -13.6% |
| 3M | -28.5% | +0.3% | -28.9% | -28.8% |
| 6M | -27.0% | +7.4% | -34.4% | -28.6% |
| YTD | -53.1% | +8.4% | -61.5% | -54.5% |
| 1Y | -52.8% | +0.6% | -53.4% | -53.3% |
| 3Y | -37.5% | +50.6% | -88.1% | -47.6% |
| 5Y | -71.1% | +4.8% | -75.9% | -71.9% |
| All | -71.1% | +3.8% | -74.9% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling