+376.5%
FIS vs RF
+181.9%
+194.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | -2.2% | -3.6% | +1.4% | -1.3% |
| 3M | +2.1% | +8.1% | -5.9% | +0.2% |
| 6M | -14.7% | +11.5% | -26.1% | -17.0% |
| YTD | -35.7% | +15.6% | -51.3% | -38.1% |
| 1Y | -37.1% | +15.7% | -52.7% | -39.5% |
| 3Y | -20.0% | +86.9% | -106.9% | -32.5% |
| 5Y | -62.1% | +89.8% | -151.9% | -68.3% |
| 10Y | -37.4% | +344.7% | -382.1% | -58.9% |
| All | +376.5% | +181.9% | +194.6% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling