+202.8%
TER vs FIS
-62.1%
+265.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.4% |
| 30D | -8.3% | -2.2% | -6.1% | -8.1% |
| 3M | -12.2% | +2.1% | -14.4% | -13.4% |
| 6M | +17.1% | -14.7% | +31.7% | +19.7% |
| YTD | +84.7% | -35.7% | +120.4% | +104.5% |
| 1Y | +199.9% | -37.1% | +237.0% | +232.6% |
| 3Y | +232.8% | -20.0% | +252.8% | +235.6% |
| All | +202.8% | -62.1% | +265.0% | +250.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling