+533.2%
XYZ vs FIS
-23.1%
+556.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -1.0% | +1.1% | -2.1% | -1.7% |
| 30D | -1.7% | -2.2% | +0.5% | -0.1% |
| 3M | +16.7% | +2.1% | +14.6% | +13.8% |
| 6M | +26.9% | -14.7% | +41.5% | +39.2% |
| YTD | +27.1% | -35.7% | +62.8% | +72.9% |
| 1Y | +9.3% | -37.1% | +46.3% | +50.3% |
| 3Y | +42.3% | -20.0% | +62.3% | +56.4% |
| 5Y | -69.3% | -62.1% | -7.2% | -40.2% |
| 10Y | +586.8% | -37.4% | +624.2% | +836.8% |
| All | +533.2% | -23.1% | +556.3% | +656.0% |
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