-40.6%
FIS vs URA
+346.2%
-386.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.8% |
| 7D | -7.9% | -5.5% | -2.4% | -7.0% |
| 30D | -8.0% | -3.7% | -4.3% | -7.6% |
| 3M | +0.6% | -2.9% | +3.5% | +0.4% |
| 6M | -22.2% | -15.2% | -7.0% | -20.9% |
| YTD | -40.8% | +1.9% | -42.7% | -42.9% |
| 1Y | -41.5% | +6.9% | -48.5% | -45.2% |
| 3Y | -25.5% | +99.6% | -125.1% | -43.2% |
| 5Y | -64.8% | +101.2% | -165.9% | -74.4% |
| All | -40.6% | +346.2% | -386.7% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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