-23.6%
FPS vs FIS
-43.6%
+20.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.1% | -3.7% | -10.0% |
| 7D | +21.6% | -3.5% | +25.1% | +21.4% |
| 30D | -38.8% | -19.4% | -19.3% | -36.9% |
| 3M | -42.1% | -31.6% | -10.6% | -43.4% |
| 6M | -48.5% | -32.5% | -16.0% | -48.9% |
| All | -23.6% | -43.6% | +20.0% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling