-40.6%
FIS vs NTAP
+144.4%
-185.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.4% | -1.8% |
| 7D | -29.4% | -5.0% | -24.5% | -29.0% |
| 30D | -16.7% | -25.8% | +9.0% | -14.2% |
| 3M | -33.0% | -6.9% | -26.1% | -33.2% |
| 6M | -33.3% | +50.0% | -83.3% | -39.2% |
| YTD | -56.0% | +66.9% | -122.9% | -60.9% |
| 1Y | -54.6% | +58.3% | -112.8% | -59.3% |
| 3Y | -40.6% | +145.1% | -185.8% | -52.2% |
| All | -40.6% | +144.4% | -185.0% | -52.2% |
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