-71.4%
FIS vs RF
+42.5%
-113.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.3% |
| 3M | -32.1% | -8.9% | -23.2% | -29.6% |
| 6M | -36.1% | +2.3% | -38.4% | -36.8% |
| YTD | -55.4% | +7.6% | -62.9% | -57.1% |
| 1Y | -53.9% | +21.2% | -75.0% | -57.9% |
| 3Y | -39.8% | +108.5% | -148.3% | -58.6% |
| All | -71.4% | +42.5% | -113.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling