+230.6%
FIS vs FDS
+1,835.8%
-1,605.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.4% | -0.8% |
| 7D | -25.5% | -0.5% | -25.0% | -25.6% |
| 30D | -15.1% | +20.2% | -35.3% | -21.2% |
| 3M | -32.1% | +19.9% | -52.0% | -37.3% |
| 6M | -36.1% | +56.2% | -92.2% | -47.3% |
| YTD | -55.4% | +14.6% | -70.0% | -58.8% |
| 1Y | -53.9% | +31.6% | -85.5% | -59.8% |
| 3Y | -39.8% | -23.8% | -15.9% | -35.9% |
| 5Y | -71.1% | -22.6% | -48.5% | -69.8% |
| 10Y | -53.8% | +139.3% | -193.2% | -69.2% |
| All | +230.6% | +1,835.8% | -1,605.2% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling