+554.0%
XYZ vs FIS
-46.6%
+600.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.2% | +4.0% | +3.2% |
| 7D | +12.1% | -25.5% | +37.6% | +28.8% |
| 30D | +12.4% | -15.1% | +27.4% | +16.9% |
| 3M | +8.2% | -32.1% | +40.3% | +32.1% |
| 6M | +20.7% | -36.1% | +56.7% | +50.8% |
| YTD | +31.3% | -55.4% | +86.7% | +114.8% |
| 1Y | +20.5% | -53.9% | +74.4% | +91.7% |
| 3Y | +72.6% | -39.8% | +112.4% | +113.7% |
| 5Y | -64.0% | -71.1% | +7.1% | -21.3% |
| 10Y | +601.8% | -53.8% | +655.6% | +1,024.4% |
| All | +554.0% | -46.6% | +600.6% | +839.1% |
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