-41.4%
FIS vs FTI
+209.3%
-250.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -27.4% | -3.3% | -24.1% | -27.1% |
| 30D | -16.8% | -7.2% | -9.6% | -16.4% |
| 3M | -32.6% | -12.9% | -19.8% | -31.9% |
| 6M | -33.4% | -7.9% | -25.5% | -33.2% |
| YTD | -56.0% | +45.2% | -101.2% | -58.6% |
| 1Y | -55.1% | +48.1% | -103.1% | -57.9% |
| 3Y | -41.4% | +205.0% | -246.4% | -52.0% |
| All | -41.4% | +209.3% | -250.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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