+239.9%
FIS vs NI
+1,041.5%
-801.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.6% | +3.9% |
| 7D | +2.8% | +4.3% | -1.5% | +0.8% |
| 30D | -16.7% | +12.4% | -29.1% | -21.4% |
| 3M | -32.3% | +10.2% | -42.5% | -35.6% |
| 6M | -29.1% | -0.8% | -28.3% | -29.3% |
| YTD | -54.1% | +13.2% | -67.4% | -57.3% |
| 1Y | -53.7% | +10.1% | -63.8% | -56.4% |
| 3Y | -38.8% | +103.1% | -142.0% | -57.6% |
| 5Y | -71.1% | +115.5% | -186.6% | -80.8% |
| 10Y | -53.1% | +195.5% | -248.6% | -74.3% |
| All | +239.9% | +1,041.5% | -801.6% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling