-37.8%
U vs FIS
-70.7%
+32.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +1.5% |
| 7D | +4.4% | -9.1% | +13.4% | +10.0% |
| 30D | -1.3% | -10.4% | +9.1% | +4.7% |
| 3M | +49.6% | -3.7% | +53.3% | +51.2% |
| 6M | +100.2% | -24.8% | +125.0% | +132.8% |
| YTD | -3.7% | -41.6% | +37.9% | +30.8% |
| 1Y | -6.5% | -42.7% | +36.2% | +28.2% |
| 3Y | +12.9% | -26.2% | +39.1% | +33.0% |
| 5Y | -68.3% | -66.1% | -2.2% | -49.8% |
| All | -37.8% | -70.7% | +32.9% | +19.2% |
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