+417.2%
FISV vs FIS
+374.5%
+42.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | -2.1% | -2.2% | +0.2% | -0.8% |
| 3M | -5.7% | +2.1% | -7.9% | -6.7% |
| 6M | -15.3% | -14.7% | -0.7% | -8.0% |
| YTD | -21.1% | -35.7% | +14.6% | -0.3% |
| 1Y | -61.1% | -37.1% | -24.0% | -49.1% |
| 3Y | -56.8% | -20.0% | -36.8% | -51.7% |
| 5Y | -54.2% | -62.1% | +7.9% | -27.6% |
| 10Y | +1.6% | -37.4% | +39.0% | +27.3% |
| All | +417.2% | +374.5% | +42.6% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling