-52.4%
FIS vs UL
+109.3%
-161.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +2.8% | +1.1% | +1.7% | +2.3% |
| 30D | -16.7% | +4.5% | -21.2% | -18.6% |
| 3M | -32.3% | +6.5% | -38.8% | -34.3% |
| 6M | -29.1% | +18.2% | -47.2% | -34.1% |
| YTD | -54.1% | +4.7% | -58.8% | -55.5% |
| 1Y | -53.7% | +0.8% | -54.5% | -54.5% |
| 3Y | -38.8% | +35.9% | -74.7% | -47.7% |
| 5Y | -71.1% | +33.4% | -104.5% | -75.6% |
| All | -52.4% | +109.3% | -161.7% | -61.5% |
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 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