+226.1%
FIS vs FDS
+1,828.8%
-1,602.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -29.4% | -5.0% | -24.5% | -28.3% |
| 30D | -16.7% | +13.8% | -30.5% | -21.1% |
| 3M | -33.0% | +14.8% | -47.8% | -37.0% |
| 6M | -33.3% | +47.4% | -80.7% | -43.8% |
| YTD | -56.0% | +14.2% | -70.1% | -59.3% |
| 1Y | -54.6% | +26.6% | -81.2% | -59.8% |
| 3Y | -40.6% | -24.4% | -16.2% | -36.7% |
| 5Y | -71.9% | -22.6% | -49.3% | -70.7% |
| 10Y | -55.3% | +130.0% | -185.3% | -69.7% |
| All | +226.1% | +1,828.8% | -1,602.8% | +6.6% |
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