+196.2%
W vs FIS
-35.6%
+231.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | 0.0% |
| 7D | -3.6% | -25.5% | +21.9% | +11.1% |
| 30D | +7.0% | -15.1% | +22.0% | +12.0% |
| 3M | +7.4% | -32.1% | +39.5% | +30.3% |
| 6M | +69.3% | -36.1% | +105.4% | +111.5% |
| YTD | +11.3% | -55.4% | +66.7% | +79.3% |
| 1Y | +13.2% | -53.9% | +67.1% | +78.2% |
| 3Y | +142.0% | -39.8% | +181.8% | +205.2% |
| 5Y | -54.6% | -71.1% | +16.5% | -1.3% |
| 10Y | +243.7% | -53.8% | +297.5% | +411.9% |
| All | +196.2% | -35.6% | +231.9% | +212.2% |
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