+74.5%
UBER vs FIS
-61.3%
+135.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.5% |
| 7D | -4.5% | -8.9% | +4.4% | 0.0% |
| 30D | -7.6% | -9.9% | +2.3% | -2.9% |
| 3M | +5.8% | 0.0% | +5.8% | +5.3% |
| 6M | +0.3% | -22.9% | +23.2% | +12.7% |
| YTD | -11.2% | -40.9% | +29.7% | +13.7% |
| 1Y | -23.0% | -40.4% | +17.5% | -2.5% |
| 3Y | +53.6% | -25.4% | +79.0% | +65.4% |
| 5Y | +81.9% | -64.8% | +146.7% | +198.8% |
| All | +74.5% | -61.3% | +135.8% | +148.3% |
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