-40.7%
FIS vs FND
+66.0%
-106.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.3% |
| 7D | +1.1% | -5.2% | +6.3% | +2.2% |
| 30D | -2.2% | -19.9% | +17.7% | +2.4% |
| 3M | +2.1% | +2.7% | -0.6% | +0.7% |
| 6M | -14.7% | -21.7% | +7.0% | -11.3% |
| YTD | -35.7% | -17.5% | -18.2% | -34.2% |
| 1Y | -37.1% | -39.3% | +2.2% | -31.3% |
| 3Y | -20.0% | -49.8% | +29.8% | -11.9% |
| 5Y | -62.1% | -60.1% | -2.0% | -58.2% |
| All | -40.7% | +66.0% | -106.8% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling