+226.1%
FIS vs NTAP
+1,791.1%
-1,565.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.4% | -2.2% |
| 7D | -29.4% | -5.0% | -24.5% | -28.7% |
| 30D | -16.7% | -25.8% | +9.0% | -11.9% |
| 3M | -33.0% | -6.9% | -26.1% | -32.7% |
| 6M | -33.3% | +50.0% | -83.3% | -40.4% |
| YTD | -56.0% | +66.9% | -122.9% | -61.8% |
| 1Y | -54.6% | +58.3% | -112.8% | -60.1% |
| 3Y | -40.6% | +145.1% | -185.8% | -53.8% |
| 5Y | -71.9% | +114.2% | -186.1% | -77.7% |
| 10Y | -55.3% | +576.6% | -631.9% | -73.3% |
| All | +226.1% | +1,791.1% | -1,565.0% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling