-68.4%
U vs FIS
-71.2%
+2.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.8% |
| 7D | +36.6% | -25.5% | +62.1% | +55.8% |
| 30D | +13.3% | -15.1% | +28.4% | +17.7% |
| 3M | +26.2% | -32.1% | +58.3% | +51.3% |
| 6M | +88.7% | -36.1% | +124.8% | +132.0% |
| YTD | +16.6% | -55.4% | +72.0% | +85.6% |
| 1Y | +29.0% | -53.9% | +82.8% | +100.4% |
| 3Y | +99.5% | -39.8% | +139.3% | +150.9% |
| All | -68.4% | -71.2% | +2.8% | -30.6% |
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 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