-22.6%
FPS vs FIS
-40.8%
+18.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -23.7% | +6.4% | -20.1% |
| 7D | -23.3% | -18.4% | -4.9% | -22.6% |
| 30D | -42.4% | -11.4% | -31.0% | -39.2% |
| 3M | -43.0% | -32.0% | -11.1% | -45.3% |
| 6M | -44.5% | -35.6% | -8.9% | -44.2% |
| All | -22.6% | -40.8% | +18.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling