+230.6%
FIS vs FE
+342.0%
-111.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.7% |
| 7D | -25.5% | -1.0% | -24.5% | -25.2% |
| 30D | -15.1% | +4.1% | -19.2% | -16.3% |
| 3M | -32.1% | -1.0% | -31.1% | -31.9% |
| 6M | -36.1% | +4.0% | -40.1% | -37.1% |
| YTD | -55.4% | +6.8% | -62.2% | -56.7% |
| 1Y | -53.9% | +5.3% | -59.2% | -55.1% |
| 3Y | -39.8% | +44.6% | -84.3% | -48.5% |
| 5Y | -71.1% | +44.2% | -115.3% | -75.5% |
| 10Y | -53.8% | +107.3% | -161.1% | -67.1% |
| All | +230.6% | +342.0% | -111.4% | +88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling