+449.7%
V vs FIS
-54.4%
+504.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +1.0% |
| 7D | +2.2% | -25.5% | +27.7% | +13.9% |
| 30D | +13.6% | -15.1% | +28.6% | +18.5% |
| 3M | +14.3% | -32.1% | +46.4% | +32.6% |
| 6M | +33.1% | -36.1% | +69.2% | +57.7% |
| YTD | +21.2% | -55.4% | +76.6% | +70.8% |
| 1Y | +26.4% | -53.9% | +80.3% | +75.0% |
| 3Y | +77.6% | -39.8% | +117.3% | +105.1% |
| 5Y | +102.6% | -71.1% | +173.7% | +240.5% |
| All | +449.7% | -54.4% | +504.1% | +594.6% |
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 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