+327.1%
NET vs FIS
-19.7%
+346.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.6% |
| 7D | -7.0% | +1.1% | -8.1% | -7.5% |
| 30D | -4.8% | -2.2% | -2.6% | -3.9% |
| 3M | +3.8% | +2.1% | +1.7% | +2.2% |
| 6M | +50.0% | -14.7% | +64.7% | +60.3% |
| YTD | +41.5% | -35.7% | +77.2% | +65.2% |
| 1Y | +32.8% | -37.1% | +69.9% | +55.9% |
| All | +327.1% | -19.7% | +346.7% | +277.6% |
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 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