+76.2%
O vs FIS
-53.2%
+129.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.0% |
| 7D | -0.4% | +2.8% | -3.2% | -1.4% |
| 30D | +7.1% | -16.7% | +23.8% | +11.0% |
| 3M | -5.2% | -32.3% | +27.1% | +4.9% |
| 6M | -1.8% | -29.1% | +27.3% | +6.4% |
| YTD | +9.1% | -54.1% | +63.2% | +36.2% |
| 1Y | +9.7% | -53.7% | +63.4% | +36.4% |
| 3Y | +39.1% | -38.8% | +78.0% | +51.1% |
| 5Y | +8.4% | -71.1% | +79.4% | +55.2% |
| All | +76.2% | -53.2% | +129.3% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling