+33.9%
TER vs FIS
-54.5%
+88.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.4% | +14.1% | +12.1% |
| 7D | -5.8% | -29.4% | +23.7% | -20.0% |
| 30D | -38.9% | -16.7% | -22.2% | -40.4% |
| 3M | -35.1% | -33.0% | -2.1% | -45.2% |
| 6M | -31.6% | -33.3% | +1.8% | -39.7% |
| YTD | +27.2% | -56.0% | +83.2% | +2.2% |
| All | +33.9% | -54.5% | +88.4% | +7.1% |
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