+3,800.0%
FIX vs FIS
-54.6%
+3,854.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.4% | +10.8% | +9.9% |
| 7D | -7.2% | -29.4% | +22.2% | +4.0% |
| 30D | -35.1% | -16.7% | -18.4% | -31.5% |
| 3M | -34.3% | -33.0% | -1.3% | -25.8% |
| 6M | -42.9% | -33.3% | -9.6% | -36.5% |
| YTD | +19.5% | -56.0% | +75.4% | +54.7% |
| 1Y | +16.8% | -54.6% | +71.4% | +49.0% |
| 3Y | +506.7% | -40.6% | +547.3% | +569.6% |
| 5Y | +1,046.7% | -71.9% | +1,118.6% | +1,633.9% |
| 10Y | +3,800.0% | -55.3% | +3,855.3% | +4,975.2% |
| All | +3,800.0% | -54.6% | +3,854.6% | +4,975.2% |
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