+1,598.8%
O vs FIS
+229.2%
+1,369.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | 0.0% |
| 7D | +3.7% | -25.5% | +29.2% | +13.1% |
| 30D | +11.2% | -15.1% | +26.2% | +15.4% |
| 3M | -4.0% | -32.1% | +28.1% | +7.9% |
| 6M | -5.2% | -36.1% | +30.8% | +8.0% |
| YTD | +9.5% | -55.4% | +64.9% | +41.4% |
| 1Y | +10.6% | -53.9% | +64.5% | +40.9% |
| 3Y | +38.1% | -39.8% | +77.9% | +54.4% |
| 5Y | +10.2% | -71.1% | +81.3% | +55.2% |
| 10Y | +71.4% | -53.8% | +125.2% | +98.8% |
| All | +1,598.8% | +229.2% | +1,369.5% | +846.9% |
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