+7.8%
LOW vs FIS
-66.7%
+74.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.3% |
| 7D | -0.6% | -9.1% | +8.5% | +1.7% |
| 30D | -9.3% | -10.4% | +1.2% | -6.9% |
| 3M | -8.1% | -3.7% | -4.4% | -7.4% |
| 6M | -19.8% | -24.8% | +5.0% | -14.6% |
| YTD | -16.4% | -41.6% | +25.2% | -5.3% |
| 1Y | -24.7% | -42.7% | +18.1% | -14.4% |
| 3Y | -8.8% | -26.2% | +17.4% | -3.5% |
| 5Y | +7.8% | -66.1% | +73.9% | +33.3% |
| All | +7.8% | -66.7% | +74.5% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling