-17.8%
FIS vs NVDX
+833.4%
-851.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.9% | -2.0% | -5.9% |
| 7D | -3.5% | +7.3% | -10.8% | -3.5% |
| 30D | -7.8% | -0.9% | -6.9% | -7.8% |
| 3M | +0.8% | +8.4% | -7.6% | +0.7% |
| 6M | -21.9% | +38.2% | -60.1% | -22.5% |
| YTD | -39.5% | +19.3% | -58.8% | -39.8% |
| 1Y | -41.0% | +33.3% | -74.2% | -41.6% |
| All | -17.8% | +833.4% | -851.2% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling