-23.6%
FIS vs FND
-49.6%
+25.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -5.0% |
| 7D | -3.5% | +0.4% | -3.8% | -3.5% |
| 30D | -7.8% | -23.6% | +15.7% | -3.3% |
| 3M | +0.8% | +4.3% | -3.5% | -0.7% |
| 6M | -21.9% | -20.3% | -1.6% | -19.3% |
| YTD | -39.5% | -21.3% | -18.2% | -37.5% |
| 1Y | -41.0% | -45.4% | +4.4% | -34.3% |
| 3Y | -23.6% | -48.9% | +25.3% | -21.2% |
| All | -23.6% | -49.6% | +25.9% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling