+99.1%
V vs FIS
-71.2%
+170.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.7% |
| 7D | +2.2% | -25.5% | +27.7% | +9.6% |
| 30D | +13.6% | -15.1% | +28.6% | +16.6% |
| 3M | +14.3% | -32.1% | +46.4% | +26.0% |
| 6M | +33.1% | -36.1% | +69.2% | +48.9% |
| YTD | +21.2% | -55.4% | +76.6% | +52.1% |
| 1Y | +26.4% | -53.9% | +80.3% | +56.9% |
| 3Y | +77.6% | -39.8% | +117.3% | +98.3% |
| All | +99.1% | -71.2% | +170.3% | +198.5% |
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