+1,449.6%
ON vs FIS
+374.5%
+1,075.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +2.4% | +1.1% | +1.4% | +1.7% |
| 30D | -3.3% | -2.2% | -1.1% | -2.6% |
| 3M | -43.6% | +2.1% | -45.7% | -45.8% |
| 6M | +19.0% | -14.7% | +33.6% | +23.9% |
| YTD | +37.4% | -35.7% | +73.1% | +68.0% |
| 1Y | +54.8% | -37.1% | +91.8% | +90.6% |
| 3Y | -25.2% | -20.0% | -5.2% | -22.8% |
| 5Y | +62.7% | -62.1% | +124.8% | +149.1% |
| 10Y | +574.3% | -37.4% | +611.7% | +676.5% |
| All | +1,449.6% | +374.5% | +1,075.1% | +515.0% |
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 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