+376.5%
FIS vs FDS
+1,682.7%
-1,306.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.5% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -2.2% | +9.0% | -11.2% | -5.6% |
| 3M | +2.1% | +18.9% | -16.7% | -5.2% |
| 6M | -14.7% | +35.1% | -49.8% | -25.4% |
| YTD | -35.7% | +5.5% | -41.2% | -38.3% |
| 1Y | -37.1% | -16.8% | -20.2% | -34.2% |
| 3Y | -20.0% | -28.1% | +8.1% | -12.5% |
| 5Y | -62.1% | -17.4% | -44.7% | -61.2% |
| 10Y | -37.4% | +85.4% | -122.8% | -53.8% |
| All | +376.5% | +1,682.7% | -1,306.2% | +61.7% |
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 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