-55.5%
FIS vs URA
-29.1%
-26.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.3% | -6.4% |
| 7D | -3.5% | +4.5% | -8.0% | -3.0% |
| 30D | -19.4% | -13.4% | -6.0% | -20.3% |
| 3M | -31.6% | -28.4% | -3.2% | -33.3% |
| 6M | -32.5% | -40.5% | +7.9% | -34.1% |
| YTD | -56.0% | -24.3% | -31.7% | -57.0% |
| 1Y | -55.5% | -28.8% | -26.7% | -56.5% |
| All | -55.5% | -29.1% | -26.4% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling