-22.1%
FPS vs FIS
-43.7%
+21.6%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -1.4% | +17.4% | +15.8% |
| 7D | -8.0% | -29.4% | +21.4% | -13.0% |
| 30D | -43.5% | -16.7% | -26.8% | -41.0% |
| 3M | -41.6% | -33.0% | -8.6% | -43.5% |
| 6M | -44.0% | -33.3% | -10.7% | -44.6% |
| All | -22.1% | -43.7% | +21.6% | -20.8% |
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