-22.2%
FIS vs RUN
-31.9%
+9.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -2.2% | -15.3% | +13.0% | -1.2% |
| 3M | +2.1% | -40.0% | +42.2% | +5.5% |
| 6M | -14.7% | -27.0% | +12.3% | -13.6% |
| YTD | -35.7% | -51.7% | +16.0% | -33.4% |
| 1Y | -37.1% | -45.9% | +8.8% | -35.9% |
| 3Y | -20.0% | -43.8% | +23.8% | -25.7% |
| 5Y | -62.1% | -80.5% | +18.4% | -63.4% |
| 10Y | -37.4% | +45.3% | -82.6% | -53.3% |
| All | -22.2% | -31.9% | +9.8% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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