-25.6%
FIS vs NSC
+75.0%
-100.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -8.9% | -1.4% | -7.5% | -8.5% |
| 30D | -9.9% | -3.4% | -6.5% | -9.1% |
| 3M | 0.0% | +5.1% | -5.1% | -1.7% |
| 6M | -22.9% | +9.2% | -32.1% | -25.4% |
| YTD | -40.9% | +13.4% | -54.3% | -43.7% |
| 1Y | -40.4% | +20.8% | -61.2% | -44.5% |
| All | -25.6% | +75.0% | -100.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 3y: compounded portfolio wealth divided by compounded NSC 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…
3y analysis · Full analysis span regression · 6 months rolling