-55.5%
FIS vs NTAP
+575.4%
-630.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -27.4% | -7.8% | -19.6% | -26.0% |
| 30D | -16.8% | -25.8% | +9.0% | -11.1% |
| 3M | -32.6% | -11.2% | -21.4% | -31.6% |
| 6M | -33.4% | +49.9% | -83.3% | -42.4% |
| YTD | -56.0% | +66.9% | -122.9% | -63.4% |
| 1Y | -55.1% | +58.8% | -113.9% | -62.1% |
| 3Y | -41.4% | +140.8% | -182.2% | -58.2% |
| 5Y | -72.7% | +115.0% | -187.7% | -80.2% |
| 10Y | -55.5% | +570.8% | -626.3% | -76.0% |
| All | -55.5% | +575.4% | -630.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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