-41.4%
FIS vs FE
+47.6%
-89.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -27.4% | -0.5% | -26.9% | -27.3% |
| 30D | -16.8% | +4.3% | -21.2% | -17.7% |
| 3M | -32.6% | +0.4% | -33.0% | -32.7% |
| 6M | -33.4% | +6.9% | -40.3% | -34.7% |
| YTD | -56.0% | +8.0% | -64.1% | -57.3% |
| 1Y | -55.1% | +4.8% | -59.9% | -56.0% |
| 3Y | -41.4% | +49.0% | -90.4% | -49.5% |
| All | -41.4% | +47.6% | -89.0% | -49.5% |
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