+9.6%
U vs FIS
-18.3%
+27.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.4% |
| 7D | -3.8% | +1.1% | -4.9% | -4.5% |
| 30D | +17.5% | -2.2% | +19.7% | +18.9% |
| 3M | +38.7% | +2.1% | +36.6% | +35.3% |
| 6M | +104.4% | -14.7% | +119.1% | +124.6% |
| YTD | -5.7% | -35.7% | +30.0% | +27.2% |
| 1Y | +3.7% | -37.1% | +40.7% | +41.4% |
| All | +9.6% | -18.3% | +27.9% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling