+225.8%
FIS vs NSC
+2,791.8%
-2,566.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | -27.4% | -3.4% | -24.0% | -26.5% |
| 30D | -16.8% | +3.6% | -20.4% | -18.1% |
| 3M | -32.6% | -1.4% | -31.2% | -32.4% |
| 6M | -33.4% | +6.0% | -39.4% | -35.2% |
| YTD | -56.0% | +15.5% | -71.5% | -58.9% |
| 1Y | -55.1% | +16.2% | -71.3% | -58.1% |
| 3Y | -41.4% | +76.9% | -118.4% | -54.4% |
| 5Y | -72.7% | +29.3% | -102.0% | -76.2% |
| 10Y | -55.5% | +298.3% | -353.7% | -75.0% |
| All | +225.8% | +2,791.8% | -2,566.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling