-52.0%
FIS vs NOC
+163.6%
-215.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.4% | +6.3% | +6.6% |
| 7D | +1.5% | +4.9% | -3.4% | 0.0% |
| 30D | -11.8% | +13.6% | -25.4% | -14.8% |
| 3M | -28.5% | -3.9% | -24.7% | -27.6% |
| 6M | -27.0% | +1.4% | -28.4% | -27.4% |
| YTD | -53.1% | -2.2% | -50.9% | -53.4% |
| 1Y | -52.8% | -1.2% | -51.6% | -53.2% |
| 3Y | -37.5% | +25.0% | -62.5% | -43.9% |
| 5Y | -71.1% | +66.0% | -137.1% | -77.9% |
| 10Y | -52.0% | +161.4% | -213.4% | -68.7% |
| All | -52.0% | +163.6% | -215.7% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling