+68.4%
T vs FIS
-41.9%
+110.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.7% | -0.9% |
| 7D | -3.1% | -9.1% | +6.0% | -0.8% |
| 30D | +4.6% | -10.4% | +15.0% | +7.4% |
| 3M | +12.2% | -3.7% | +15.9% | +12.8% |
| 6M | -6.5% | -24.8% | +18.3% | -0.3% |
| YTD | +4.9% | -41.6% | +46.5% | +19.1% |
| 1Y | -10.5% | -42.7% | +32.3% | +2.0% |
| 3Y | +104.6% | -26.2% | +130.8% | +112.4% |
| 5Y | +64.2% | -66.1% | +130.3% | +111.7% |
| 10Y | +68.4% | -40.9% | +109.3% | +83.2% |
| All | +68.4% | -41.9% | +110.4% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling