-55.3%
FIS vs RF
+277.2%
-332.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.5% | -2.2% |
| 7D | -29.4% | -0.1% | -29.3% | -29.5% |
| 30D | -16.7% | +7.0% | -23.8% | -18.9% |
| 3M | -33.0% | -7.0% | -26.0% | -31.3% |
| 6M | -33.3% | +6.8% | -40.1% | -35.1% |
| YTD | -56.0% | +9.9% | -65.9% | -57.8% |
| 1Y | -54.6% | +21.1% | -75.7% | -58.0% |
| 3Y | -40.6% | +119.6% | -160.3% | -56.9% |
| 5Y | -71.9% | +46.2% | -118.1% | -76.9% |
| 10Y | -55.3% | +261.5% | -316.8% | -71.7% |
| All | -55.3% | +277.2% | -332.5% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling