-38.4%
FIS vs FN
+80.0%
-118.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.0% | -1.2% |
| 7D | -21.2% | -16.0% | -5.2% | -21.0% |
| 30D | -12.1% | -40.1% | +28.0% | -11.7% |
| 3M | -30.6% | -43.9% | +13.3% | -30.3% |
| 6M | -35.5% | -55.6% | +20.1% | -34.7% |
| YTD | -54.4% | -35.7% | -18.7% | -55.3% |
| 1Y | -52.9% | -39.8% | -13.0% | -53.7% |
| All | -38.4% | +80.0% | -118.4% | -49.7% |
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