+43.2%
TER vs FIS
-50.5%
+93.7%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -23.7% | +16.9% | -17.0% |
| 7D | -19.9% | -18.4% | -1.5% | -24.5% |
| 30D | -43.5% | -11.4% | -32.2% | -43.1% |
| 3M | -37.8% | -32.0% | -5.8% | -47.4% |
| 6M | -25.6% | -35.6% | +10.0% | -34.5% |
| YTD | +29.8% | -53.8% | +83.6% | +12.1% |
| 1Y | +43.2% | -51.1% | +94.2% | +19.7% |
| All | +43.2% | -50.5% | +93.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling