-66.1%
FIS vs UL
+19.6%
-85.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -2.8% |
| 7D | -9.1% | -3.2% | -5.9% | -8.0% |
| 30D | -10.4% | -0.6% | -9.9% | -10.2% |
| 3M | -3.7% | +9.4% | -13.1% | -6.5% |
| 6M | -24.8% | -4.1% | -20.6% | -23.9% |
| YTD | -41.6% | -2.0% | -39.6% | -41.6% |
| 1Y | -42.7% | -9.0% | -33.8% | -41.3% |
| 3Y | -26.2% | +21.8% | -48.0% | -32.3% |
| 5Y | -66.1% | +20.6% | -86.7% | -70.5% |
| All | -66.1% | +19.6% | -85.7% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling