-51.1%
FIS vs FDS
+31.1%
-82.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +2.9% | -26.6% | -24.7% |
| 7D | -18.4% | +9.4% | -27.9% | -21.3% |
| 30D | -11.4% | +23.8% | -35.2% | -18.2% |
| 3M | -32.0% | +25.1% | -57.1% | -37.7% |
| 6M | -35.6% | +53.8% | -89.4% | -45.7% |
| YTD | -53.8% | +19.6% | -73.3% | -57.3% |
| 1Y | -51.1% | +31.6% | -82.7% | -56.0% |
| All | -51.1% | +31.1% | -82.2% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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