-56.8%
FIS vs FND
+68.8%
-125.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.7% | +7.5% | +6.9% |
| 7D | +1.5% | -4.4% | +5.9% | +2.4% |
| 30D | -11.8% | +14.5% | -26.3% | -15.2% |
| 3M | -28.5% | -15.6% | -12.9% | -26.7% |
| 6M | -27.0% | +4.7% | -31.8% | -29.2% |
| YTD | -53.1% | -16.1% | -37.0% | -52.6% |
| 1Y | -52.8% | -16.0% | -36.7% | -52.4% |
| 3Y | -37.5% | -35.5% | -2.0% | -35.5% |
| 5Y | -71.1% | -60.5% | -10.6% | -68.3% |
| All | -56.8% | +68.8% | -125.6% | -65.5% |
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