+191.2%
TER vs FIS
-38.7%
+229.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.5% | -5.0% |
| 7D | +14.4% | +2.8% | +11.5% | +14.7% |
| 30D | -30.6% | -16.7% | -13.9% | -31.2% |
| 3M | -39.2% | -32.3% | -6.9% | -40.9% |
| 6M | -31.3% | -29.1% | -2.2% | -32.6% |
| YTD | +29.1% | -54.1% | +83.2% | +37.9% |
| 1Y | +47.4% | -53.7% | +101.1% | +56.9% |
| 3Y | +191.2% | -38.8% | +230.1% | +144.2% |
| All | +191.2% | -38.7% | +229.9% | +144.2% |
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