+55.3%
O vs FIS
-41.9%
+97.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.4% |
| 7D | -2.3% | -9.1% | +6.8% | +0.8% |
| 30D | -2.4% | -10.4% | +8.0% | +0.9% |
| 3M | -0.6% | -3.7% | +3.1% | +0.1% |
| 6M | -5.0% | -24.8% | +19.8% | +3.2% |
| YTD | +10.4% | -41.6% | +51.9% | +30.5% |
| 1Y | +6.6% | -42.7% | +49.3% | +26.5% |
| 3Y | +28.4% | -26.2% | +54.6% | +34.8% |
| 5Y | +15.3% | -66.1% | +81.4% | +63.1% |
| 10Y | +55.3% | -40.9% | +96.2% | +97.1% |
| All | +55.3% | -41.9% | +97.3% | +97.1% |
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