+42.8%
FIS vs FN
+2,575.5%
-2,532.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -14.2% | +13.0% | +0.3% |
| 7D | -21.2% | -16.0% | -5.2% | -19.8% |
| 30D | -12.1% | -40.1% | +28.0% | -7.4% |
| 3M | -30.6% | -43.9% | +13.3% | -26.9% |
| 6M | -35.5% | -55.6% | +20.1% | -31.1% |
| YTD | -54.4% | -35.7% | -18.7% | -54.4% |
| 1Y | -52.9% | -39.8% | -13.0% | -52.7% |
| 3Y | -38.7% | +80.3% | -118.9% | -50.0% |
| 5Y | -70.4% | +143.3% | -213.7% | -77.5% |
| 10Y | -52.8% | +682.3% | -735.1% | -70.3% |
| All | +42.8% | +2,575.5% | -2,532.7% | -14.5% |
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 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