+151.8%
TER vs FIS
-39.8%
+191.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +2.3% |
| 7D | -20.5% | -25.5% | +5.0% | -22.7% |
| 30D | -47.0% | -15.1% | -32.0% | -47.2% |
| 3M | -43.3% | -32.1% | -11.2% | -44.9% |
| 6M | -42.9% | -36.1% | -6.8% | -43.8% |
| YTD | +12.9% | -55.4% | +68.3% | +20.3% |
| 1Y | +18.2% | -53.9% | +72.1% | +24.5% |
| 3Y | +151.8% | -39.8% | +191.5% | +110.5% |
| All | +151.8% | -39.8% | +191.6% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling