+119.0%
FIS vs UUUU
-91.9%
+211.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -5.9% |
| 7D | -3.5% | +2.8% | -6.3% | -3.6% |
| 30D | -7.8% | +3.4% | -11.2% | -8.1% |
| 3M | +0.8% | -3.9% | +4.7% | +0.7% |
| 6M | -21.9% | -23.2% | +1.3% | -21.5% |
| YTD | -39.5% | +0.6% | -40.0% | -40.5% |
| 1Y | -41.0% | +22.9% | -63.8% | -43.0% |
| 3Y | -23.6% | +98.6% | -122.3% | -29.5% |
| 5Y | -65.6% | +130.2% | -195.9% | -69.0% |
| 10Y | -40.2% | +519.5% | -559.7% | -51.1% |
| All | +119.0% | -91.9% | +211.0% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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