+1,006.2%
TER vs FIS
-55.6%
+1,061.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | -27.4% | +18.5% | 0.0% |
| 30D | -39.1% | -16.8% | -22.2% | -36.5% |
| 3M | -32.8% | -32.6% | -0.1% | -25.3% |
| 6M | -31.7% | -33.4% | +1.7% | -25.5% |
| YTD | +26.9% | -56.0% | +83.0% | +62.8% |
| 1Y | +33.6% | -55.1% | +88.7% | +69.4% |
| 3Y | +181.5% | -41.4% | +222.9% | +202.9% |
| 5Y | +76.1% | -72.7% | +148.8% | +172.0% |
| 10Y | +1,006.2% | -55.5% | +1,061.7% | +1,191.7% |
| All | +1,006.2% | -55.6% | +1,061.8% | +1,191.7% |
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 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