+141.5%
W vs FIS
-40.5%
+182.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +4.8% |
| 7D | +6.5% | -3.5% | +9.9% | +8.9% |
| 30D | -6.2% | -7.8% | +1.6% | -1.4% |
| 3M | +48.9% | +0.8% | +48.0% | +45.6% |
| 6M | +31.2% | -21.9% | +53.1% | +52.7% |
| YTD | -0.4% | -39.5% | +39.1% | +39.8% |
| 1Y | +14.8% | -41.0% | +55.8% | +63.4% |
| 3Y | +40.5% | -23.6% | +64.1% | +61.8% |
| 5Y | -62.1% | -65.6% | +3.5% | -19.1% |
| 10Y | +141.5% | -40.2% | +181.7% | +259.7% |
| All | +141.5% | -40.5% | +182.0% | +259.7% |
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