-39.8%
FIS vs FN
+101.0%
-140.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +11.7% | -13.9% | -2.3% |
| 7D | -25.5% | 0.0% | -25.4% | -25.3% |
| 30D | -15.1% | -34.3% | +19.3% | -14.7% |
| 3M | -32.1% | -39.9% | +7.7% | -31.8% |
| 6M | -36.1% | -51.8% | +15.8% | -35.2% |
| YTD | -55.4% | -28.1% | -27.2% | -56.3% |
| 1Y | -53.9% | -29.1% | -24.8% | -54.9% |
| 3Y | -39.8% | +102.4% | -142.2% | -50.9% |
| All | -39.8% | +101.0% | -140.8% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling