-52.4%
FIS vs FN
+700.1%
-752.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -7.3% | +11.5% | +4.9% |
| 7D | +2.8% | +0.3% | +2.6% | +2.7% |
| 30D | -16.7% | -16.5% | -0.2% | -15.5% |
| 3M | -32.3% | -42.1% | +9.8% | -28.9% |
| 6M | -29.1% | -52.9% | +23.8% | -24.5% |
| YTD | -54.1% | -28.0% | -26.2% | -55.2% |
| 1Y | -53.7% | -18.5% | -35.2% | -55.8% |
| 3Y | -38.8% | +93.9% | -132.7% | -53.5% |
| 5Y | -71.1% | +170.5% | -241.6% | -80.3% |
| All | -52.4% | +700.1% | -752.5% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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