-39.8%
FIS vs NDAQ
+122.6%
-162.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.4% |
| 7D | -25.5% | +0.8% | -26.3% | -26.1% |
| 30D | -15.1% | +16.5% | -31.6% | -22.5% |
| 3M | -32.1% | +13.5% | -45.6% | -37.2% |
| 6M | -36.1% | +20.9% | -57.0% | -43.1% |
| YTD | -55.4% | +11.4% | -66.8% | -58.6% |
| 1Y | -53.9% | +25.9% | -79.8% | -59.7% |
| 3Y | -39.8% | +119.9% | -159.6% | -61.0% |
| All | -39.8% | +122.6% | -162.4% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling