+226.3%
FIS vs UL
+655.6%
-429.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.4% | -6.5% | -6.3% |
| 7D | -3.5% | -2.5% | -1.0% | -2.5% |
| 30D | -19.4% | +5.7% | -25.1% | -21.8% |
| 3M | -31.6% | +7.0% | -38.5% | -33.9% |
| 6M | -32.5% | +16.1% | -48.6% | -37.3% |
| YTD | -56.0% | +3.6% | -59.5% | -57.2% |
| 1Y | -55.5% | -1.4% | -54.2% | -55.9% |
| 3Y | -41.3% | +34.1% | -75.4% | -49.9% |
| 5Y | -72.3% | +32.0% | -104.2% | -76.6% |
| 10Y | -55.0% | +104.7% | -159.7% | -69.8% |
| All | +226.3% | +655.6% | -429.2% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling