-72.3%
FIS vs M
-4.1%
-68.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.1% | -4.0% | -5.8% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -19.4% | +7.0% | -26.4% | -20.8% |
| 3M | -31.6% | +3.1% | -34.7% | -32.3% |
| 6M | -32.5% | +33.5% | -66.0% | -36.5% |
| YTD | -56.0% | +13.4% | -69.4% | -57.5% |
| 1Y | -55.5% | +22.4% | -78.0% | -57.8% |
| 3Y | -41.3% | +150.9% | -192.2% | -54.3% |
| 5Y | -72.3% | -3.0% | -69.2% | -75.3% |
| All | -72.3% | -4.1% | -68.2% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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