+32.6%
NET vs FIS
-68.5%
+101.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.7% | +21.1% | +8.1% |
| 7D | -16.4% | -18.4% | +2.1% | -10.7% |
| 30D | -25.8% | -11.4% | -14.5% | -24.5% |
| 3M | -11.5% | -32.0% | +20.5% | +2.7% |
| 6M | +18.9% | -35.6% | +54.5% | +42.5% |
| YTD | +35.2% | -53.8% | +89.0% | +90.7% |
| 1Y | +14.5% | -51.1% | +65.5% | +56.6% |
| 3Y | +313.8% | -37.9% | +351.7% | +365.0% |
| 5Y | +32.6% | -69.6% | +102.1% | +150.5% |
| All | +32.6% | -68.5% | +101.0% | +150.5% |
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 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