+108.3%
V vs FIS
-71.2%
+179.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.1% |
| 7D | +0.9% | +2.8% | -1.9% | 0.0% |
| 30D | +9.0% | -16.7% | +25.7% | +12.6% |
| 3M | +16.7% | -32.3% | +49.0% | +28.8% |
| 6M | +33.4% | -29.1% | +62.5% | +44.5% |
| YTD | +22.4% | -54.1% | +76.5% | +52.3% |
| 1Y | +27.7% | -53.7% | +81.4% | +58.4% |
| 3Y | +78.0% | -38.8% | +116.8% | +97.9% |
| All | +108.3% | -71.2% | +179.5% | +212.3% |
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 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