+72.6%
XYZ vs FIS
-39.8%
+112.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +2.4% |
| 7D | +12.1% | -25.5% | +37.6% | +19.6% |
| 30D | +12.4% | -15.1% | +27.4% | +11.7% |
| 3M | +8.2% | -32.1% | +40.3% | +20.8% |
| 6M | +20.7% | -36.1% | +56.7% | +37.2% |
| YTD | +31.3% | -55.4% | +86.7% | +83.4% |
| 1Y | +20.5% | -53.9% | +74.4% | +65.0% |
| 3Y | +72.6% | -39.8% | +112.4% | +96.4% |
| All | +72.6% | -39.8% | +112.4% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling