+208.9%
W vs FIS
-55.0%
+263.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.1% | +3.5% | +1.4% |
| 7D | -1.7% | -3.5% | +1.8% | +0.3% |
| 30D | +3.2% | -19.4% | +22.7% | +11.7% |
| 3M | +8.3% | -31.6% | +39.9% | +30.2% |
| 6M | +84.3% | -32.5% | +116.8% | +121.4% |
| YTD | +11.0% | -56.0% | +67.0% | +80.9% |
| 1Y | -0.2% | -55.5% | +55.3% | +61.6% |
| 3Y | +157.9% | -41.3% | +199.2% | +229.6% |
| 5Y | -56.8% | -72.3% | +15.5% | -0.8% |
| All | +208.9% | -55.0% | +263.9% | +467.7% |
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