-65.6%
FIS vs FND
-61.9%
-3.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.6% | -1.3% | -4.9% |
| 7D | -3.5% | +0.4% | -3.8% | -3.5% |
| 30D | -7.8% | -23.6% | +15.7% | -2.6% |
| 3M | +0.8% | +4.3% | -3.5% | -0.9% |
| 6M | -21.9% | -20.3% | -1.6% | -19.1% |
| YTD | -39.5% | -21.3% | -18.2% | -37.4% |
| 1Y | -41.0% | -45.4% | +4.4% | -33.9% |
| 3Y | -23.6% | -48.9% | +25.3% | -16.5% |
| 5Y | -65.6% | -61.0% | -4.6% | -63.9% |
| All | -65.6% | -61.9% | -3.8% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling