-51.1%
FIS vs UL
+1.7%
-52.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.3% | -26.9% | -24.5% |
| 7D | -18.4% | +4.7% | -23.1% | -19.6% |
| 30D | -11.4% | +11.6% | -22.9% | -14.5% |
| 3M | -32.0% | +5.3% | -37.3% | -33.1% |
| 6M | -35.6% | +16.0% | -51.6% | -38.0% |
| YTD | -53.8% | +5.0% | -58.8% | -56.0% |
| 1Y | -51.1% | +1.1% | -52.2% | -52.5% |
| All | -51.1% | +1.7% | -52.7% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling