-51.1%
FIS vs FND
-10.3%
-40.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +10.9% | -34.6% | -24.0% |
| 7D | -18.4% | +12.3% | -30.7% | -19.0% |
| 30D | -11.4% | +14.7% | -26.1% | -12.4% |
| 3M | -32.0% | -12.0% | -20.0% | -30.7% |
| 6M | -35.6% | +10.8% | -46.4% | -36.3% |
| YTD | -53.8% | -12.3% | -41.5% | -52.2% |
| 1Y | -51.1% | -13.4% | -37.7% | -49.4% |
| All | -51.1% | -10.3% | -40.8% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling