+33.6%
TER vs FIS
-54.6%
+88.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.3% |
| 7D | -8.9% | -27.4% | +18.5% | -20.9% |
| 30D | -39.1% | -16.8% | -22.2% | -40.5% |
| 3M | -32.8% | -32.6% | -0.1% | -43.0% |
| 6M | -31.7% | -33.4% | +1.7% | -39.9% |
| YTD | +26.9% | -56.0% | +83.0% | +1.9% |
| 1Y | +33.6% | -55.1% | +88.7% | +6.8% |
| All | +33.6% | -54.6% | +88.1% | +6.8% |
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