-17.8%
FIS vs NVD
-99.2%
+81.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | +1.1% | -11.1% | +12.2% | +1.0% |
| 30D | -2.2% | -13.3% | +11.0% | -2.3% |
| 3M | +2.1% | -19.8% | +22.0% | +2.2% |
| 6M | -14.7% | -48.8% | +34.1% | -15.2% |
| YTD | -35.7% | -49.7% | +13.9% | -36.1% |
| 1Y | -37.1% | -61.4% | +24.3% | -37.7% |
| 3Y | -20.0% | -99.1% | +79.1% | -32.5% |
| All | -17.8% | -99.2% | +81.4% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling