+111.4%
FIS vs NDAQ
+2,666.5%
-2,555.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -27.4% | +2.9% | -30.2% | -28.2% |
| 30D | -16.8% | +17.5% | -34.3% | -21.1% |
| 3M | -32.6% | +15.4% | -48.1% | -35.8% |
| 6M | -33.4% | +24.6% | -58.0% | -38.0% |
| YTD | -56.0% | +14.4% | -70.5% | -58.0% |
| 1Y | -55.1% | +26.9% | -82.0% | -58.4% |
| 3Y | -41.4% | +119.8% | -161.2% | -54.1% |
| 5Y | -72.7% | +70.5% | -143.2% | -77.1% |
| 10Y | -55.5% | +475.8% | -531.3% | -73.4% |
| All | +111.4% | +2,666.5% | -2,555.1% | -8.6% |
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