-40.9%
FIS vs NTAP
+581.2%
-622.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -2.8% |
| 7D | -9.1% | +2.2% | -11.3% | -9.6% |
| 30D | -10.4% | -7.0% | -3.4% | -8.8% |
| 3M | -3.7% | +12.3% | -16.0% | -7.2% |
| 6M | -24.8% | +85.1% | -109.9% | -37.9% |
| YTD | -41.6% | +74.8% | -116.3% | -51.1% |
| 1Y | -42.7% | +52.7% | -95.4% | -50.3% |
| 3Y | -26.2% | +147.7% | -173.9% | -46.7% |
| 5Y | -66.1% | +124.8% | -190.9% | -75.3% |
| 10Y | -40.9% | +589.7% | -630.6% | -68.0% |
| All | -40.9% | +581.2% | -622.0% | -68.0% |
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