+376.5%
FIS vs NSC
+2,793.4%
-2,416.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +1.1% | -5.5% | +6.6% | +3.2% |
| 30D | -2.2% | -3.2% | +1.0% | -1.1% |
| 3M | +2.1% | +7.7% | -5.5% | -1.0% |
| 6M | -14.7% | +4.5% | -19.2% | -16.8% |
| YTD | -35.7% | +15.6% | -51.3% | -39.8% |
| 1Y | -37.1% | +19.8% | -56.9% | -41.9% |
| 3Y | -20.0% | +70.1% | -90.1% | -36.7% |
| 5Y | -62.1% | +46.1% | -108.2% | -68.6% |
| 10Y | -37.4% | +328.1% | -365.5% | -65.7% |
| All | +376.5% | +2,793.4% | -2,416.8% | +43.6% |
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