-66.1%
FIS vs NI
+95.2%
-161.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.2% |
| 7D | -9.1% | +1.3% | -10.3% | -9.5% |
| 30D | -10.4% | -0.3% | -10.2% | -10.4% |
| 3M | -3.7% | -9.5% | +5.8% | -0.1% |
| 6M | -24.8% | -10.2% | -14.5% | -21.9% |
| YTD | -41.6% | +1.8% | -43.3% | -42.7% |
| 1Y | -42.7% | +5.7% | -48.4% | -45.0% |
| 3Y | -26.2% | +69.6% | -95.8% | -43.6% |
| 5Y | -66.1% | +95.8% | -161.9% | -77.0% |
| All | -66.1% | +95.2% | -161.3% | -77.0% |
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