+1,057.8%
TER vs FIS
-55.0%
+1,112.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.4% | +1.2% |
| 7D | +24.0% | -3.5% | +27.5% | +25.3% |
| 30D | -30.6% | -19.4% | -11.2% | -27.0% |
| 3M | -34.5% | -31.6% | -2.9% | -27.6% |
| 6M | -26.4% | -32.5% | +6.2% | -20.0% |
| YTD | +36.4% | -56.0% | +92.4% | +74.9% |
| 1Y | +47.4% | -55.5% | +103.0% | +88.1% |
| 3Y | +202.6% | -41.3% | +243.9% | +225.4% |
| 5Y | +83.9% | -72.3% | +156.1% | +181.8% |
| All | +1,057.8% | -55.0% | +1,112.8% | +1,220.3% |
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