+376.5%
FIS vs NTAP
+1,888.9%
-1,512.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -2.2% | -0.5% | -1.7% | -2.2% |
| 3M | +2.1% | +4.1% | -1.9% | +0.7% |
| 6M | -14.7% | +88.0% | -102.6% | -26.8% |
| YTD | -35.7% | +75.6% | -111.3% | -44.1% |
| 1Y | -37.1% | +58.9% | -96.0% | -44.2% |
| 3Y | -20.0% | +153.6% | -173.6% | -37.5% |
| 5Y | -62.1% | +127.6% | -189.8% | -69.9% |
| 10Y | -37.4% | +580.4% | -617.8% | -62.3% |
| All | +376.5% | +1,888.9% | -1,512.4% | +100.2% |
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 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