-26.5%
FIS vs NVD
-99.1%
+72.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -9.1% | +0.5% | -9.6% | -9.1% |
| 30D | -10.4% | -9.3% | -1.2% | -10.5% |
| 3M | -3.7% | -22.1% | +18.4% | -3.8% |
| 6M | -24.8% | -45.8% | +21.0% | -25.2% |
| YTD | -41.6% | -46.7% | +5.1% | -41.9% |
| 1Y | -42.7% | -59.5% | +16.7% | -43.3% |
| All | -26.5% | -99.1% | +72.7% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling