-54.5%
FIS vs RF
+279.4%
-333.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.1% |
| 7D | -25.5% | -0.9% | -24.6% | -25.3% |
| 30D | -15.1% | +6.0% | -21.1% | -17.0% |
| 3M | -32.1% | -8.9% | -23.2% | -29.9% |
| 6M | -36.1% | +2.3% | -38.4% | -36.7% |
| YTD | -55.4% | +7.6% | -62.9% | -56.9% |
| 1Y | -53.9% | +21.2% | -75.0% | -57.3% |
| 3Y | -39.8% | +108.5% | -148.3% | -55.3% |
| 5Y | -71.1% | +43.2% | -114.3% | -76.0% |
| All | -54.5% | +279.4% | -333.9% | -71.0% |
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 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