-54.2%
W vs FIS
-71.2%
+16.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.3% |
| 7D | -3.6% | -25.5% | +21.9% | +8.3% |
| 30D | +7.0% | -15.1% | +22.0% | +10.4% |
| 3M | +7.4% | -32.1% | +39.5% | +26.4% |
| 6M | +69.3% | -36.1% | +105.4% | +104.9% |
| YTD | +11.3% | -55.4% | +66.7% | +70.7% |
| 1Y | +13.2% | -53.9% | +67.1% | +69.9% |
| 3Y | +142.0% | -39.8% | +181.8% | +195.7% |
| All | -54.2% | -71.2% | +16.9% | -0.3% |
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