-41.0%
FIS vs FDS
-20.8%
-20.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.6% | -4.3% |
| 7D | -3.5% | -5.4% | +1.9% | -1.4% |
| 30D | -7.8% | +1.6% | -9.4% | -8.4% |
| 3M | +0.8% | +17.7% | -16.9% | -5.4% |
| 6M | -21.9% | +29.1% | -51.0% | -29.4% |
| YTD | -39.5% | +1.0% | -40.5% | -40.4% |
| 1Y | -41.0% | -21.6% | -19.4% | -38.9% |
| All | -41.0% | -20.8% | -20.2% | -38.9% |
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