-54.7%
FIS vs FE
+107.2%
-161.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -25.5% | 0.0% | -25.4% | -25.4% |
| 30D | -15.1% | +5.2% | -20.2% | -16.6% |
| 3M | -32.1% | 0.0% | -32.1% | -32.1% |
| 6M | -36.1% | +5.0% | -41.1% | -37.3% |
| YTD | -55.4% | +7.9% | -63.3% | -56.9% |
| 1Y | -53.9% | +6.3% | -60.2% | -55.2% |
| 3Y | -39.8% | +46.0% | -85.8% | -48.8% |
| 5Y | -71.1% | +45.6% | -116.7% | -75.7% |
| All | -54.7% | +107.2% | -161.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling