+247.6%
FIS vs NTAP
+1,866.8%
-1,619.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.1% | +2.7% | +5.9% |
| 7D | +1.5% | -2.4% | +3.9% | +1.9% |
| 30D | -11.8% | -23.4% | +11.6% | -7.2% |
| 3M | -28.5% | -7.5% | -21.0% | -28.1% |
| 6M | -27.0% | +56.4% | -83.4% | -35.4% |
| YTD | -53.1% | +73.6% | -126.7% | -59.6% |
| 1Y | -52.8% | +68.4% | -121.1% | -59.0% |
| 3Y | -37.5% | +150.6% | -188.1% | -51.5% |
| 5Y | -71.1% | +122.5% | -193.5% | -77.1% |
| 10Y | -52.0% | +589.7% | -641.7% | -71.4% |
| All | +247.6% | +1,866.8% | -1,619.2% | +44.9% |
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