-52.0%
FIS vs FN
+850.1%
-902.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.8% | +6.1% |
| 7D | +1.5% | +8.0% | -6.5% | +0.4% |
| 30D | -11.8% | -19.1% | +7.3% | -10.2% |
| 3M | -28.5% | -29.8% | +1.3% | -26.6% |
| 6M | -27.0% | -43.2% | +16.2% | -24.1% |
| YTD | -53.1% | -18.9% | -34.1% | -54.7% |
| 1Y | -52.8% | -17.9% | -34.9% | -54.7% |
| 3Y | -37.5% | +120.1% | -157.6% | -53.1% |
| 5Y | -71.1% | +206.7% | -277.8% | -80.6% |
| 10Y | -52.0% | +804.7% | -856.7% | -74.1% |
| All | -52.0% | +850.1% | -902.1% | -74.1% |
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