+66.2%
XYZ vs FIS
-40.9%
+107.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | +12.6% | -27.4% | +40.0% | +21.3% |
| 30D | +10.8% | -16.8% | +27.6% | +11.0% |
| 3M | +8.4% | -32.6% | +41.0% | +21.0% |
| 6M | +14.3% | -33.4% | +47.7% | +27.5% |
| YTD | +31.5% | -56.0% | +87.5% | +84.4% |
| 1Y | +28.1% | -55.1% | +83.2% | +77.3% |
| 3Y | +66.2% | -41.4% | +107.6% | +92.2% |
| All | +66.2% | -40.9% | +107.0% | +92.2% |
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 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