-20.6%
FIS vs NVDX
+815.5%
-836.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.4% |
| 7D | -9.1% | -0.9% | -8.2% | -9.1% |
| 30D | -10.4% | +3.0% | -13.4% | -10.5% |
| 3M | -3.7% | +6.8% | -10.5% | -3.8% |
| 6M | -24.8% | +28.6% | -53.4% | -25.2% |
| YTD | -41.6% | +17.0% | -58.6% | -41.9% |
| 1Y | -42.7% | +27.0% | -69.8% | -43.3% |
| All | -20.6% | +815.5% | -836.2% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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