-39.8%
FIS vs FE
+42.7%
-82.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | -25.5% | -1.0% | -24.5% | -25.2% |
| 30D | -15.1% | +4.1% | -19.2% | -15.9% |
| 3M | -32.1% | -1.0% | -31.1% | -31.9% |
| 6M | -36.1% | +4.0% | -40.1% | -36.7% |
| YTD | -55.4% | +6.8% | -62.2% | -56.6% |
| 1Y | -53.9% | +5.3% | -59.2% | -54.9% |
| 3Y | -39.8% | +44.6% | -84.3% | -47.3% |
| All | -39.8% | +42.7% | -82.4% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling