-22.7%
U vs FIS
-77.0%
+54.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.2% | +1.1% | +3.2% |
| 7D | +2.6% | +2.8% | -0.3% | +0.8% |
| 30D | +27.6% | -16.7% | +44.3% | +33.7% |
| 3M | +15.3% | -32.3% | +47.6% | +35.6% |
| 6M | +96.4% | -29.1% | +125.4% | +122.8% |
| YTD | +19.6% | -54.1% | +73.7% | +75.8% |
| 1Y | +42.1% | -53.7% | +95.8% | +107.7% |
| 3Y | +87.5% | -38.8% | +126.4% | +132.1% |
| 5Y | -73.1% | -71.1% | -2.0% | -53.7% |
| All | -22.7% | -77.0% | +54.3% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling