-18.5%
FIS vs URA
+114.7%
-133.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +1.1% | +1.1% | 0.0% | +1.1% |
| 30D | -2.2% | +7.4% | -9.6% | -2.5% |
| 3M | +2.1% | -8.4% | +10.5% | +2.7% |
| 6M | -14.7% | -12.7% | -2.0% | -14.1% |
| YTD | -35.7% | +7.8% | -43.5% | -36.6% |
| 1Y | -37.1% | +19.5% | -56.5% | -39.2% |
| All | -18.5% | +114.7% | -133.3% | -29.4% |
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