-70.8%
FIS vs RF
+47.5%
-118.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +2.9% | +3.7% |
| 7D | +2.8% | +1.9% | +0.9% | +2.0% |
| 30D | -16.7% | +7.3% | -24.0% | -19.3% |
| 3M | -32.3% | -7.9% | -24.4% | -30.1% |
| 6M | -29.1% | +10.5% | -39.6% | -32.1% |
| YTD | -54.1% | +9.6% | -63.8% | -56.2% |
| 1Y | -53.7% | +20.3% | -74.0% | -57.6% |
| 3Y | -38.8% | +119.5% | -158.4% | -59.0% |
| All | -70.8% | +47.5% | -118.3% | -77.6% |
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