-55.5%
FIS vs FN
+772.0%
-827.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.7% | +0.4% |
| 7D | -27.4% | -4.1% | -23.3% | -27.1% |
| 30D | -16.8% | -28.3% | +11.5% | -14.3% |
| 3M | -32.6% | -33.9% | +1.2% | -30.4% |
| 6M | -33.4% | -43.9% | +10.5% | -30.8% |
| YTD | -56.0% | -23.4% | -32.6% | -57.3% |
| 1Y | -55.1% | -25.4% | -29.7% | -56.4% |
| 3Y | -41.4% | +107.9% | -149.3% | -55.8% |
| 5Y | -72.7% | +195.1% | -267.7% | -81.6% |
| 10Y | -55.5% | +794.1% | -849.6% | -75.9% |
| All | -55.5% | +772.0% | -827.4% | -75.9% |
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