-37.4%
FISV vs FIS
-71.2%
+33.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +1.9% |
| 7D | +1.4% | +2.8% | -1.4% | +0.1% |
| 30D | +38.4% | -16.7% | +55.2% | +44.9% |
| 3M | +14.9% | -32.3% | +47.2% | +33.8% |
| 6M | +21.8% | -29.1% | +50.8% | +38.6% |
| YTD | -5.0% | -54.1% | +49.1% | +32.8% |
| 1Y | -1.2% | -53.7% | +52.6% | +37.5% |
| 3Y | -47.5% | -38.8% | -8.7% | -35.0% |
| All | -37.4% | -71.2% | +33.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 5y: compounded portfolio wealth divided by compounded FIS 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…
5y analysis · Full analysis span regression · 6 months rolling