+376.5%
FIS vs NI
+919.1%
-542.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +1.1% | +2.0% | -0.9% | +0.1% |
| 30D | -2.2% | -3.5% | +1.3% | -0.6% |
| 3M | +2.1% | -9.1% | +11.3% | +6.6% |
| 6M | -14.7% | -11.8% | -2.8% | -10.0% |
| YTD | -35.7% | +1.1% | -36.8% | -36.7% |
| 1Y | -37.1% | +6.7% | -43.8% | -39.7% |
| 3Y | -20.0% | +71.1% | -91.1% | -39.8% |
| 5Y | -62.1% | +94.3% | -156.4% | -73.5% |
| 10Y | -37.4% | +135.8% | -173.2% | -61.8% |
| All | +376.5% | +919.1% | -542.6% | +10.0% |
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 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