+58.5%
ON vs FIS
-64.6%
+123.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.6% |
| 7D | -2.2% | -3.5% | +1.3% | -1.1% |
| 30D | -12.4% | -7.8% | -4.6% | -10.4% |
| 3M | -41.2% | +0.8% | -42.0% | -42.3% |
| 6M | +25.0% | -21.9% | +46.9% | +33.4% |
| YTD | +31.3% | -39.5% | +70.8% | +55.7% |
| 1Y | +45.4% | -41.0% | +86.4% | +73.7% |
| 3Y | -27.4% | -23.6% | -3.8% | -23.7% |
| 5Y | +58.5% | -65.6% | +124.1% | +119.1% |
| All | +58.5% | -64.6% | +123.1% | +119.1% |
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 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