-40.9%
FIS vs NOC
+186.7%
-227.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -9.1% | -1.6% | -7.5% | -8.7% |
| 30D | -10.4% | -10.4% | -0.1% | -7.6% |
| 3M | -3.7% | -5.6% | +1.9% | -2.3% |
| 6M | -24.8% | -30.4% | +5.6% | -16.7% |
| YTD | -41.6% | -8.5% | -33.1% | -40.9% |
| 1Y | -42.7% | -8.3% | -34.4% | -42.2% |
| 3Y | -26.2% | +28.2% | -54.4% | -35.1% |
| 5Y | -66.1% | +56.7% | -122.8% | -73.8% |
| 10Y | -40.9% | +189.3% | -230.2% | -62.5% |
| All | -40.9% | +186.7% | -227.6% | -62.5% |
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