-63.8%
XYZ vs FIS
-72.9%
+9.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.1% | +2.1% | -0.8% |
| 7D | -2.1% | -3.5% | +1.4% | -0.5% |
| 30D | +7.0% | -19.4% | +26.5% | +13.5% |
| 3M | +5.1% | -31.6% | +36.6% | +23.7% |
| 6M | +14.1% | -32.5% | +46.6% | +34.1% |
| YTD | +26.4% | -56.0% | +82.3% | +98.3% |
| 1Y | +25.1% | -55.5% | +80.6% | +94.6% |
| 3Y | +59.7% | -41.3% | +101.0% | +94.0% |
| 5Y | -63.8% | -72.3% | +8.4% | -19.4% |
| All | -63.8% | -72.9% | +9.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling