+32.8%
NET vs FIS
-37.2%
+70.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.5% |
| 7D | -7.0% | +1.1% | -8.1% | -7.6% |
| 30D | -4.8% | -2.2% | -2.6% | -3.6% |
| 3M | +3.8% | +2.1% | +1.7% | +1.6% |
| 6M | +50.0% | -14.7% | +64.7% | +60.8% |
| YTD | +41.5% | -35.7% | +77.2% | +51.8% |
| 1Y | +32.8% | -37.1% | +69.9% | +43.6% |
| All | +32.8% | -37.2% | +70.0% | +43.6% |
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