-52.8%
FIS vs FN
-19.6%
-33.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.9% | +0.8% | +7.1% |
| 7D | +1.5% | +8.0% | -6.5% | +2.2% |
| 30D | -11.8% | -19.1% | +7.3% | -12.8% |
| 3M | -28.5% | -29.8% | +1.3% | -29.7% |
| 6M | -27.0% | -43.2% | +16.2% | -28.1% |
| YTD | -53.1% | -18.9% | -34.1% | -54.3% |
| 1Y | -52.8% | -17.9% | -34.9% | -54.0% |
| All | -52.8% | -19.6% | -33.2% | -54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling