-40.9%
FIS vs UL
+65.2%
-106.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -2.7% |
| 7D | -9.1% | -3.2% | -5.9% | -7.8% |
| 30D | -10.4% | -0.6% | -9.9% | -10.2% |
| 3M | -3.7% | +9.4% | -13.1% | -7.2% |
| 6M | -24.8% | -4.1% | -20.6% | -23.7% |
| YTD | -41.6% | -2.0% | -39.6% | -41.5% |
| 1Y | -42.7% | -9.0% | -33.8% | -41.0% |
| 3Y | -26.2% | +21.8% | -48.0% | -33.6% |
| 5Y | -66.1% | +20.6% | -86.7% | -70.0% |
| 10Y | -40.9% | +67.7% | -108.6% | -50.1% |
| All | -40.9% | +65.2% | -106.1% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling