+20.5%
XYZ vs FIS
-54.2%
+74.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +1.9% |
| 7D | +12.1% | -25.5% | +37.6% | +14.2% |
| 30D | +12.4% | -15.1% | +27.4% | +7.4% |
| 3M | +8.2% | -32.1% | +40.3% | +15.0% |
| 6M | +20.7% | -36.1% | +56.7% | +30.2% |
| YTD | +31.3% | -55.4% | +86.7% | +74.5% |
| 1Y | +20.5% | -53.9% | +74.4% | +59.7% |
| All | +20.5% | -54.2% | +74.7% | +59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling