+82.7%
O vs FIS
-55.6%
+138.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.5% | -27.4% | +30.9% | +12.5% |
| 30D | +10.4% | -16.8% | +27.3% | +14.5% |
| 3M | -2.4% | -32.6% | +30.2% | +8.1% |
| 6M | -1.2% | -33.4% | +32.2% | +9.4% |
| YTD | +10.4% | -56.0% | +66.4% | +39.9% |
| 1Y | +11.4% | -55.1% | +66.5% | +40.0% |
| 3Y | +40.4% | -41.4% | +81.8% | +54.7% |
| 5Y | +12.1% | -72.7% | +84.8% | +64.1% |
| 10Y | +82.7% | -55.5% | +138.2% | +151.0% |
| All | +82.7% | -55.6% | +138.3% | +151.0% |
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