-40.2%
FIS vs FDS
+77.6%
-117.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -3.9% |
| 7D | -3.5% | -5.4% | +1.9% | -1.0% |
| 30D | -7.8% | +1.6% | -9.4% | -8.6% |
| 3M | +0.8% | +17.7% | -16.9% | -7.2% |
| 6M | -21.9% | +29.1% | -51.0% | -31.8% |
| YTD | -39.5% | +1.0% | -40.5% | -41.0% |
| 1Y | -41.0% | -21.6% | -19.4% | -35.6% |
| 3Y | -23.6% | -30.1% | +6.5% | -13.5% |
| 5Y | -65.6% | -20.7% | -44.9% | -64.2% |
| 10Y | -40.2% | +78.3% | -118.5% | -57.0% |
| All | -40.2% | +77.6% | -117.8% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling