+101.2%
FIS vs FN
+3,620.5%
-3,519.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.1% | -1.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -2.2% | -22.0% | +19.8% | +0.1% |
| 3M | +2.1% | -43.0% | +45.1% | +7.6% |
| 6M | -14.7% | -27.7% | +13.1% | -14.1% |
| YTD | -35.7% | -10.5% | -25.2% | -37.5% |
| 1Y | -37.1% | +12.5% | -49.6% | -41.2% |
| 3Y | -20.0% | +153.8% | -173.8% | -36.8% |
| 5Y | -62.1% | +288.0% | -350.1% | -72.7% |
| 10Y | -37.4% | +906.4% | -943.8% | -61.4% |
| All | +101.2% | +3,620.5% | -3,519.3% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling