-40.6%
FIS vs UL
+34.1%
-74.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.6% |
| 7D | -29.4% | +0.3% | -29.7% | -29.6% |
| 30D | -16.7% | +7.0% | -23.7% | -18.8% |
| 3M | -33.0% | +5.8% | -38.8% | -34.3% |
| 6M | -33.3% | +16.1% | -49.5% | -36.5% |
| YTD | -56.0% | +4.5% | -60.5% | -57.2% |
| 1Y | -54.6% | -1.3% | -53.3% | -55.0% |
| 3Y | -40.6% | +35.0% | -75.6% | -45.8% |
| All | -40.6% | +34.1% | -74.8% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling