+1,001.8%
TER vs FIS
-54.6%
+1,056.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +13.2% |
| 7D | -5.8% | -29.4% | +23.7% | +4.4% |
| 30D | -38.9% | -16.7% | -22.2% | -36.4% |
| 3M | -35.1% | -33.0% | -2.1% | -27.8% |
| 6M | -31.6% | -33.3% | +1.8% | -25.4% |
| YTD | +27.2% | -56.0% | +83.2% | +63.2% |
| 1Y | +35.2% | -54.6% | +89.8% | +70.6% |
| 3Y | +192.8% | -40.6% | +233.4% | +213.0% |
| 5Y | +72.4% | -71.9% | +144.4% | +161.8% |
| 10Y | +1,001.8% | -55.3% | +1,057.2% | +1,187.7% |
| All | +1,001.8% | -54.6% | +1,056.5% | +1,187.7% |
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