+66.0%
FIS vs UUUU
-96.4%
+162.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.3% | +5.5% | +4.2% |
| 7D | +2.8% | -1.1% | +3.9% | +2.8% |
| 30D | -16.7% | -21.0% | +4.3% | -15.9% |
| 3M | -32.3% | -54.8% | +22.5% | -29.9% |
| 6M | -29.1% | -67.3% | +38.3% | -25.7% |
| YTD | -54.1% | -54.7% | +0.5% | -53.2% |
| 1Y | -53.7% | -57.4% | +3.7% | -52.8% |
| 3Y | -38.8% | -19.6% | -19.2% | -41.1% |
| 5Y | -71.1% | -40.0% | -31.1% | -72.3% |
| 10Y | -53.1% | +364.1% | -417.2% | -60.8% |
| All | +66.0% | -96.4% | +162.4% | +38.3% |
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