-64.8%
FIS vs NTR
+45.0%
-109.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.6% | +1.7% |
| 7D | -8.9% | -2.5% | -6.4% | -8.4% |
| 30D | -9.9% | +17.0% | -26.9% | -13.1% |
| 3M | 0.0% | +22.2% | -22.2% | -4.7% |
| 6M | -22.9% | +5.2% | -28.1% | -24.4% |
| YTD | -40.9% | +29.7% | -70.5% | -45.3% |
| 1Y | -40.4% | +39.4% | -79.8% | -46.2% |
| 3Y | -25.4% | +38.2% | -63.5% | -33.6% |
| 5Y | -64.8% | +47.6% | -112.4% | -69.4% |
| All | -64.8% | +45.0% | -109.8% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling