-55.5%
FIS vs NXT
+213.5%
-269.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +4.2% |
| 7D | +2.8% | -9.4% | +12.2% | +2.8% |
| 30D | -16.7% | +15.1% | -31.8% | -16.9% |
| 3M | -32.3% | -9.1% | -23.2% | -32.2% |
| 6M | -29.1% | -30.3% | +1.3% | -28.7% |
| YTD | -54.1% | +9.1% | -63.2% | -55.0% |
| 1Y | -53.7% | +7.9% | -61.6% | -54.6% |
| 3Y | -38.8% | +176.5% | -215.3% | -45.9% |
| All | -55.5% | +213.5% | -269.0% | -62.3% |
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