-24.7%
U vs FIS
-77.6%
+53.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.8% | +6.6% |
| 7D | +36.6% | -25.5% | +62.1% | +53.5% |
| 30D | +13.3% | -15.1% | +28.4% | +17.4% |
| 3M | +26.2% | -32.1% | +58.3% | +48.1% |
| 6M | +88.7% | -36.1% | +124.8% | +126.6% |
| YTD | +16.6% | -55.4% | +72.0% | +74.4% |
| 1Y | +29.0% | -53.9% | +82.8% | +89.1% |
| 3Y | +99.5% | -39.8% | +139.3% | +149.3% |
| 5Y | -66.1% | -71.1% | +5.0% | -40.6% |
| All | -24.7% | -77.6% | +53.0% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling