-70.4%
FIS vs FN
+148.3%
-218.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.0% | -0.4% |
| 7D | -21.2% | -16.0% | -5.2% | -20.4% |
| 30D | -12.1% | -40.1% | +28.0% | -9.6% |
| 3M | -30.6% | -43.9% | +13.3% | -28.6% |
| 6M | -35.5% | -55.6% | +20.1% | -32.8% |
| YTD | -54.4% | -35.7% | -18.7% | -55.1% |
| 1Y | -52.9% | -39.8% | -13.0% | -53.4% |
| 3Y | -38.7% | +80.3% | -118.9% | -52.3% |
| 5Y | -70.4% | +143.3% | -213.7% | -80.5% |
| All | -70.4% | +148.3% | -218.7% | -80.5% |
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