-57.7%
FISV vs FIS
-66.7%
+9.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.4% | -0.9% | -2.6% |
| 7D | -6.4% | -9.1% | +2.7% | -1.6% |
| 30D | -6.8% | -10.4% | +3.6% | -1.2% |
| 3M | -10.0% | -3.7% | -6.3% | -7.9% |
| 6M | -20.6% | -24.8% | +4.1% | -8.4% |
| YTD | -27.6% | -41.6% | +14.0% | -5.6% |
| 1Y | -64.3% | -42.7% | -21.6% | -52.1% |
| 3Y | -60.0% | -26.2% | -33.8% | -53.1% |
| 5Y | -57.7% | -66.1% | +8.4% | -23.6% |
| All | -57.7% | -66.7% | +9.0% | -23.6% |
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