-52.4%
FIS vs FE
+126.1%
-178.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.8% |
| 7D | +2.8% | +1.2% | +1.6% | +2.4% |
| 30D | -16.7% | +4.5% | -21.3% | -18.0% |
| 3M | -32.3% | +1.3% | -33.6% | -32.6% |
| 6M | -29.1% | +8.7% | -37.7% | -31.3% |
| YTD | -54.1% | +9.2% | -63.4% | -55.9% |
| 1Y | -53.7% | +7.0% | -60.7% | -55.2% |
| 3Y | -38.8% | +51.4% | -90.2% | -48.8% |
| 5Y | -71.1% | +47.7% | -118.8% | -75.8% |
| All | -52.4% | +126.1% | -178.5% | -62.3% |
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