+322.4%
NET vs FIS
-37.7%
+360.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.7% | +21.1% | +4.1% |
| 7D | -16.4% | -18.4% | +2.1% | -12.9% |
| 30D | -25.8% | -11.4% | -14.5% | -25.5% |
| 3M | -11.5% | -32.0% | +20.5% | -1.6% |
| 6M | +18.9% | -35.6% | +54.5% | +35.9% |
| YTD | +35.2% | -53.8% | +89.0% | +68.6% |
| 1Y | +14.5% | -51.1% | +65.5% | +40.5% |
| All | +322.4% | -37.7% | +360.1% | +313.5% |
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