-62.2%
FIS vs FN
+289.0%
-351.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | -2.2% | -22.0% | +19.8% | -1.0% |
| 3M | +2.1% | -43.0% | +45.1% | +5.8% |
| 6M | -14.7% | -27.7% | +13.1% | -14.6% |
| YTD | -35.7% | -10.5% | -25.2% | -37.6% |
| 1Y | -37.1% | +12.5% | -49.6% | -41.1% |
| 3Y | -20.0% | +153.8% | -173.8% | -38.0% |
| All | -62.2% | +289.0% | -351.3% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling