+10.7%
O vs FIS
-71.2%
+81.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.5% |
| 7D | +3.7% | -25.5% | +29.2% | +7.3% |
| 30D | +11.2% | -15.1% | +26.2% | +12.6% |
| 3M | -4.0% | -32.1% | +28.1% | +0.7% |
| 6M | -5.2% | -36.1% | +30.8% | 0.0% |
| YTD | +9.5% | -55.4% | +64.9% | +22.7% |
| 1Y | +10.6% | -53.9% | +64.5% | +23.2% |
| 3Y | +38.1% | -39.8% | +77.9% | +45.6% |
| All | +10.7% | -71.2% | +81.9% | +33.0% |
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 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