+62.5%
T vs FIS
-53.2%
+115.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -1.0% |
| 7D | +2.5% | +2.8% | -0.3% | +1.7% |
| 30D | -3.8% | -16.7% | +12.9% | -0.9% |
| 3M | -8.7% | -32.3% | +23.5% | -1.1% |
| 6M | -8.1% | -29.1% | +20.9% | -1.9% |
| YTD | -6.4% | -54.1% | +47.7% | +11.1% |
| 1Y | -9.8% | -53.7% | +44.0% | +6.8% |
| 3Y | +65.5% | -38.8% | +104.3% | +76.8% |
| 5Y | +57.0% | -71.1% | +128.1% | +105.3% |
| All | +62.5% | -53.2% | +115.7% | +83.9% |
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 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