-25.5%
FIS vs NTAP
+165.5%
-191.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.4% | -1.1% |
| 7D | -7.9% | +7.4% | -15.3% | -8.9% |
| 30D | -8.0% | -1.4% | -6.6% | -7.8% |
| 3M | +0.6% | +24.6% | -24.0% | -3.2% |
| 6M | -22.2% | +105.9% | -128.1% | -32.8% |
| YTD | -40.8% | +88.5% | -129.3% | -48.1% |
| 1Y | -41.5% | +62.1% | -103.6% | -47.3% |
| 3Y | -25.5% | +169.1% | -194.5% | -44.0% |
| All | -25.5% | +165.5% | -191.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling