-52.0%
FIS vs UL
+104.4%
-156.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.0% | +7.7% | +7.1% |
| 7D | +1.5% | -1.7% | +3.2% | +2.2% |
| 30D | -11.8% | +4.5% | -16.3% | -13.8% |
| 3M | -28.5% | +5.5% | -34.0% | -30.4% |
| 6M | -27.0% | +17.0% | -44.0% | -32.0% |
| YTD | -53.1% | +3.2% | -56.3% | -54.3% |
| 1Y | -52.8% | -1.9% | -50.9% | -53.0% |
| 3Y | -37.5% | +33.6% | -71.0% | -46.2% |
| 5Y | -71.1% | +31.5% | -102.6% | -75.5% |
| 10Y | -52.0% | +103.9% | -156.0% | -61.3% |
| All | -52.0% | +104.4% | -156.5% | -61.3% |
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