+2,926.4%
V vs FIS
+172.5%
+2,753.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | +2.0% | -2.2% | +4.2% | +2.9% |
| 3M | +17.4% | +2.1% | +15.2% | +15.4% |
| 6M | +17.5% | -14.7% | +32.2% | +25.4% |
| YTD | +7.6% | -35.7% | +43.3% | +31.8% |
| 1Y | +7.7% | -37.1% | +44.8% | +33.0% |
| 3Y | +54.7% | -20.0% | +74.7% | +63.1% |
| 5Y | +73.0% | -62.1% | +135.2% | +156.6% |
| 10Y | +390.9% | -37.4% | +428.2% | +458.5% |
| All | +2,926.4% | +172.5% | +2,753.9% | +1,444.5% |
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 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