+163.6%
W vs FIS
-7.2%
+170.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +3.2% |
| 7D | -4.2% | +1.1% | -5.3% | -4.9% |
| 30D | -7.6% | -2.2% | -5.3% | -6.6% |
| 3M | +37.2% | +2.1% | +35.0% | +33.5% |
| 6M | +26.3% | -14.7% | +41.0% | +37.9% |
| YTD | -1.0% | -35.7% | +34.7% | +32.7% |
| 1Y | +20.1% | -37.1% | +57.1% | +62.7% |
| 3Y | +37.8% | -20.0% | +57.8% | +54.1% |
| 5Y | -63.7% | -62.1% | -1.5% | -29.6% |
| 10Y | +156.3% | -37.4% | +193.7% | +230.4% |
| All | +163.6% | -7.2% | +170.8% | +131.1% |
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