-41.4%
FIS vs NVD
-98.5%
+57.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +4.2% |
| 7D | +2.8% | +28.6% | -25.8% | +3.1% |
| 30D | -16.7% | +73.6% | -90.3% | -16.3% |
| 3M | -32.3% | +70.1% | -102.4% | -31.9% |
| 6M | -29.1% | +53.6% | -82.6% | -28.6% |
| YTD | -54.1% | -7.0% | -47.1% | -54.2% |
| 1Y | -53.7% | -9.0% | -44.7% | -53.7% |
| 3Y | -38.8% | -98.3% | +59.5% | -47.1% |
| All | -41.4% | -98.5% | +57.1% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling