+35.5%
FIS vs URA
-51.6%
+87.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.8% | -2.3% | -5.3% |
| 7D | -3.5% | +4.5% | -8.0% | -4.4% |
| 30D | -19.4% | -13.4% | -6.0% | -17.3% |
| 3M | -31.6% | -28.4% | -3.2% | -27.2% |
| 6M | -32.5% | -40.5% | +7.9% | -26.0% |
| YTD | -56.0% | -24.3% | -31.7% | -55.2% |
| 1Y | -55.5% | -28.8% | -26.7% | -54.2% |
| 3Y | -41.3% | +37.6% | -78.9% | -51.4% |
| 5Y | -72.3% | +30.7% | -102.9% | -77.5% |
| 10Y | -55.0% | +266.8% | -321.8% | -74.9% |
| All | +35.5% | -51.6% | +87.1% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling