+54.8%
ON vs FIS
-37.2%
+92.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.7% |
| 7D | +2.4% | +1.1% | +1.4% | +2.8% |
| 30D | -3.3% | -2.2% | -1.1% | -3.8% |
| 3M | -43.6% | +2.1% | -45.7% | -42.3% |
| 6M | +19.0% | -14.7% | +33.6% | +20.7% |
| YTD | +37.4% | -35.7% | +73.1% | +47.0% |
| 1Y | +54.8% | -37.1% | +91.8% | +66.9% |
| All | +54.8% | -37.2% | +92.0% | +66.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling