-52.4%
FIS vs NDAQ
+471.8%
-524.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.3% |
| 7D | +2.8% | +1.3% | +1.6% | +2.1% |
| 30D | -16.7% | +18.0% | -34.7% | -24.6% |
| 3M | -32.3% | +11.5% | -43.8% | -36.8% |
| 6M | -29.1% | +21.1% | -50.1% | -36.9% |
| YTD | -54.1% | +12.8% | -66.9% | -57.6% |
| 1Y | -53.7% | +25.7% | -79.4% | -59.7% |
| 3Y | -38.8% | +116.8% | -155.7% | -61.5% |
| 5Y | -71.1% | +67.3% | -138.4% | -79.4% |
| All | -52.4% | +471.8% | -524.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling