-42.9%
TER vs FIS
-37.0%
-5.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +1.6% |
| 7D | -20.5% | -25.5% | +5.0% | -29.9% |
| 30D | -47.0% | -15.1% | -32.0% | -45.8% |
| 3M | -43.3% | -32.1% | -11.2% | -53.3% |
| 6M | -42.9% | -36.1% | -6.8% | -52.0% |
| All | -42.9% | -37.0% | -5.9% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling