+67.7%
T vs FIS
-62.1%
+129.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.8% |
| 7D | -1.3% | +1.1% | -2.4% | -1.4% |
| 30D | +11.4% | -2.2% | +13.6% | +11.7% |
| 3M | +14.3% | +2.1% | +12.1% | +13.6% |
| 6M | -9.3% | -14.7% | +5.4% | -7.3% |
| YTD | +7.1% | -35.7% | +42.8% | +14.9% |
| 1Y | -9.1% | -37.1% | +28.0% | -2.2% |
| 3Y | +105.3% | -20.0% | +125.3% | +108.3% |
| All | +67.7% | -62.1% | +129.8% | +97.0% |
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 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