-72.3%
FIS vs NI
+114.7%
-186.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.6% | -6.7% | -6.3% |
| 7D | -3.5% | +3.1% | -6.6% | -4.6% |
| 30D | -19.4% | +11.2% | -30.6% | -22.7% |
| 3M | -31.6% | +9.8% | -41.4% | -34.1% |
| 6M | -32.5% | -1.6% | -30.9% | -32.4% |
| YTD | -56.0% | +12.6% | -68.6% | -58.5% |
| 1Y | -55.5% | +7.8% | -63.3% | -57.3% |
| 3Y | -41.3% | +100.5% | -141.8% | -57.9% |
| 5Y | -72.3% | +114.4% | -186.7% | -80.9% |
| All | -72.3% | +114.7% | -186.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 5y: compounded portfolio wealth divided by compounded NI 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…
5y analysis · Full analysis span regression · 6 months rolling