-65.0%
FIS vs RSG
+89.9%
-154.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -7.9% | 0.0% | -7.9% | -7.9% |
| 30D | -8.0% | +4.0% | -11.9% | -9.4% |
| 3M | +0.6% | +7.4% | -6.8% | -2.2% |
| 6M | -22.2% | +0.1% | -22.3% | -22.4% |
| YTD | -40.8% | +6.0% | -46.8% | -42.4% |
| 1Y | -41.5% | -3.0% | -38.5% | -41.0% |
| 3Y | -25.5% | +56.5% | -82.0% | -40.2% |
| All | -65.0% | +89.9% | -154.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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