+1,009.5%
TER vs FIS
+374.5%
+635.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.9% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | -8.3% | -2.2% | -6.1% | -7.7% |
| 3M | -12.2% | +2.1% | -14.4% | -15.7% |
| 6M | +17.1% | -14.7% | +31.7% | +20.7% |
| YTD | +84.7% | -35.7% | +120.4% | +118.5% |
| 1Y | +199.9% | -37.1% | +237.0% | +254.7% |
| 3Y | +232.8% | -20.0% | +252.8% | +235.5% |
| 5Y | +198.6% | -62.1% | +260.7% | +326.6% |
| 10Y | +1,669.7% | -37.4% | +1,707.1% | +1,718.4% |
| All | +1,009.5% | +374.5% | +635.0% | +289.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling