-37.4%
FIS vs FN
+900.0%
-937.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -2.2% | -22.0% | +19.8% | +0.1% |
| 3M | +2.1% | -43.0% | +45.1% | +7.9% |
| 6M | -14.7% | -27.7% | +13.1% | -14.2% |
| YTD | -35.7% | -10.5% | -25.2% | -38.0% |
| 1Y | -37.1% | +12.5% | -49.6% | -42.1% |
| 3Y | -20.0% | +153.8% | -173.8% | -40.6% |
| 5Y | -62.1% | +288.0% | -350.1% | -75.3% |
| All | -37.4% | +900.0% | -937.4% | -66.1% |
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