-46.1%
FIS vs FND
+57.3%
-103.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -9.1% | -0.8% | -8.3% | -8.9% |
| 30D | -10.4% | -19.6% | +9.1% | -6.2% |
| 3M | -3.7% | -4.3% | +0.7% | -3.5% |
| 6M | -24.8% | -20.4% | -4.3% | -22.0% |
| YTD | -41.6% | -21.9% | -19.7% | -39.5% |
| 1Y | -42.7% | -45.2% | +2.4% | -36.1% |
| 3Y | -26.2% | -49.2% | +23.0% | -19.0% |
| 5Y | -66.1% | -61.8% | -4.3% | -62.3% |
| All | -46.1% | +57.3% | -103.4% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling