-65.0%
FIS vs NTRS
+93.2%
-158.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -7.9% | +1.4% | -9.3% | -8.4% |
| 30D | -8.0% | -0.7% | -7.3% | -7.7% |
| 3M | +0.6% | +11.3% | -10.7% | -4.2% |
| 6M | -22.2% | +35.5% | -57.7% | -32.5% |
| YTD | -40.8% | +40.6% | -81.4% | -49.6% |
| 1Y | -41.5% | +49.2% | -90.7% | -51.7% |
| 3Y | -25.5% | +167.2% | -192.7% | -54.7% |
| All | -65.0% | +93.2% | -158.2% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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