+1,645.3%
O vs FIS
+374.5%
+1,270.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -0.7% | +1.1% | -1.8% | -1.2% |
| 30D | -1.9% | -2.2% | +0.3% | -1.2% |
| 3M | +3.8% | +2.1% | +1.7% | +2.4% |
| 6M | -4.7% | -14.7% | +9.9% | -0.4% |
| YTD | +12.5% | -35.7% | +48.2% | +30.1% |
| 1Y | +10.8% | -37.1% | +47.9% | +28.8% |
| 3Y | +28.8% | -20.0% | +48.8% | +33.0% |
| 5Y | +13.2% | -62.1% | +75.3% | +48.1% |
| 10Y | +53.5% | -37.4% | +90.8% | +63.2% |
| All | +1,645.3% | +374.5% | +1,270.8% | +771.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling