-51.1%
FIS vs RF
+25.4%
-76.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.5% | -25.2% | -24.1% |
| 7D | -18.4% | +2.3% | -20.7% | -19.1% |
| 30D | -11.4% | +7.2% | -18.6% | -13.7% |
| 3M | -32.0% | -8.2% | -23.8% | -30.1% |
| 6M | -35.6% | +7.0% | -42.6% | -36.6% |
| YTD | -53.8% | +10.3% | -64.1% | -54.9% |
| 1Y | -51.1% | +25.1% | -76.1% | -54.0% |
| All | -51.1% | +25.4% | -76.5% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling