+71.7%
TER vs FIS
-71.2%
+142.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.2% | -9.5% | -6.0% |
| 7D | +14.4% | +2.8% | +11.5% | +13.8% |
| 30D | -30.6% | -16.7% | -13.9% | -29.2% |
| 3M | -39.2% | -32.3% | -6.9% | -36.0% |
| 6M | -31.3% | -29.1% | -2.2% | -29.1% |
| YTD | +29.1% | -54.1% | +83.2% | +50.1% |
| 1Y | +47.4% | -53.7% | +101.1% | +70.9% |
| 3Y | +191.2% | -38.8% | +230.1% | +198.3% |
| All | +71.7% | -71.2% | +142.9% | +123.9% |
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