-38.8%
FIS vs FDS
-23.3%
-15.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.3% | +3.9% | +4.1% |
| 7D | +2.8% | +1.5% | +1.4% | +2.4% |
| 30D | -16.7% | +14.8% | -31.5% | -20.9% |
| 3M | -32.3% | +16.3% | -48.6% | -36.2% |
| 6M | -29.1% | +66.2% | -95.3% | -41.7% |
| YTD | -54.1% | +16.2% | -70.4% | -57.3% |
| 1Y | -53.7% | +21.8% | -75.6% | -57.7% |
| 3Y | -38.8% | -23.9% | -15.0% | -35.7% |
| All | -38.8% | -23.3% | -15.6% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling