-68.0%
U vs FIS
-64.6%
-3.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.9% | +8.5% | +6.5% |
| 7D | +4.5% | -3.5% | +7.9% | +6.6% |
| 30D | -0.6% | -7.8% | +7.3% | +4.4% |
| 3M | +48.4% | +0.8% | +47.6% | +45.6% |
| 6M | +115.4% | -21.9% | +137.3% | +149.4% |
| YTD | -3.2% | -39.5% | +36.3% | +34.3% |
| 1Y | -6.0% | -41.0% | +34.9% | +32.1% |
| 3Y | +13.5% | -23.6% | +37.1% | +31.3% |
| 5Y | -68.0% | -65.6% | -2.4% | -40.5% |
| All | -68.0% | -64.6% | -3.4% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling