+209.2%
FIS vs NDAQ
+2,327.9%
-2,118.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.3% |
| 7D | +1.1% | -2.4% | +3.5% | +1.8% |
| 30D | -2.2% | +2.5% | -4.7% | -3.0% |
| 3M | +2.1% | +9.9% | -7.8% | -0.8% |
| 6M | -14.7% | +9.4% | -24.1% | -17.0% |
| YTD | -35.7% | +0.4% | -36.1% | -35.8% |
| 1Y | -37.1% | +4.0% | -41.1% | -37.8% |
| 3Y | -20.0% | +94.4% | -114.4% | -34.8% |
| 5Y | -62.1% | +56.7% | -118.8% | -67.4% |
| 10Y | -37.4% | +375.3% | -412.7% | -60.3% |
| All | +209.2% | +2,327.9% | -2,118.7% | +39.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling