-38.8%
FIS vs URA
+35.4%
-74.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.2% |
| 7D | +2.8% | -1.5% | +4.4% | +2.9% |
| 30D | -16.7% | -10.4% | -6.3% | -16.6% |
| 3M | -32.3% | -29.6% | -2.7% | -32.0% |
| 6M | -29.1% | -40.3% | +11.2% | -28.2% |
| YTD | -54.1% | -25.5% | -28.6% | -54.5% |
| 1Y | -53.7% | -26.4% | -27.3% | -54.1% |
| 3Y | -38.8% | +31.4% | -70.3% | -44.3% |
| All | -38.8% | +35.4% | -74.3% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling