+3,759.0%
FIX vs FIS
-52.2%
+3,811.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.7% | -1.7% | +2.8% |
| 7D | +6.4% | +1.5% | +4.9% | +5.9% |
| 30D | -29.1% | -11.8% | -17.3% | -26.5% |
| 3M | -31.1% | -28.5% | -2.6% | -23.9% |
| 6M | -42.8% | -27.0% | -15.8% | -38.3% |
| YTD | +24.6% | -53.1% | +77.7% | +58.0% |
| 1Y | +21.9% | -52.8% | +74.7% | +54.0% |
| 3Y | +524.9% | -37.5% | +562.4% | +578.8% |
| 5Y | +1,092.2% | -71.1% | +1,163.3% | +1,703.8% |
| 10Y | +3,759.0% | -52.0% | +3,811.1% | +4,754.0% |
| All | +3,759.0% | -52.2% | +3,811.3% | +4,754.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling