-41.3%
FIS vs NXT
+181.9%
-223.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -5.9% |
| 7D | -3.5% | +2.9% | -6.3% | -3.5% |
| 30D | -7.8% | -17.2% | +9.4% | -7.6% |
| 3M | +0.8% | -32.0% | +32.8% | +1.4% |
| 6M | -21.9% | -15.8% | -6.1% | -22.3% |
| YTD | -39.5% | -1.9% | -37.6% | -40.5% |
| 1Y | -41.0% | +22.5% | -63.5% | -43.0% |
| 3Y | -23.6% | +100.5% | -124.2% | -30.9% |
| All | -41.3% | +181.9% | -223.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling