-26.3%
U vs FIS
-78.0%
+51.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | -27.4% | +51.7% | +41.9% |
| 30D | +7.4% | -16.8% | +24.2% | +12.6% |
| 3M | +16.8% | -32.6% | +49.4% | +37.5% |
| 6M | +78.8% | -33.4% | +112.2% | +110.5% |
| YTD | +14.0% | -56.0% | +70.0% | +71.8% |
| 1Y | +16.7% | -55.1% | +71.8% | +73.5% |
| 3Y | +86.4% | -41.4% | +127.8% | +136.5% |
| 5Y | -71.5% | -72.7% | +1.2% | -49.6% |
| All | -26.3% | -78.0% | +51.6% | +56.5% |
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