+1,744.2%
TER vs FIS
-40.5%
+1,784.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.9% | +10.1% | +6.3% |
| 7D | +11.0% | -3.5% | +14.4% | +12.1% |
| 30D | -1.9% | -7.8% | +6.0% | +0.5% |
| 3M | -0.7% | +0.8% | -1.5% | -3.5% |
| 6M | +36.4% | -21.9% | +58.3% | +45.1% |
| YTD | +92.4% | -39.5% | +131.9% | +127.2% |
| 1Y | +213.5% | -41.0% | +254.5% | +271.0% |
| 3Y | +277.2% | -23.6% | +300.9% | +283.1% |
| 5Y | +219.1% | -65.6% | +284.8% | +376.4% |
| 10Y | +1,744.2% | -40.2% | +1,784.4% | +1,904.3% |
| All | +1,744.2% | -40.5% | +1,784.8% | +1,904.3% |
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