-24.5%
FIS vs NVD
-99.1%
+74.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.5% | -3.3% | +1.2% |
| 7D | -8.9% | +9.0% | -17.9% | -8.8% |
| 30D | -9.9% | -5.5% | -4.5% | -9.9% |
| 3M | 0.0% | -24.6% | +24.6% | -0.2% |
| 6M | -22.9% | -42.1% | +19.2% | -23.3% |
| YTD | -40.9% | -44.3% | +3.5% | -41.2% |
| 1Y | -40.4% | -54.2% | +13.7% | -40.9% |
| 3Y | -25.4% | -99.1% | +73.8% | -36.9% |
| All | -24.5% | -99.1% | +74.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 10y: compounded portfolio wealth divided by compounded NVD 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…
10y analysis · Full analysis span regression · 6 months rolling