-42.7%
FIS vs NXT
+18.1%
-60.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -3.7% |
| 7D | -9.1% | -0.2% | -8.9% | -9.1% |
| 30D | -10.4% | -20.0% | +9.5% | -12.1% |
| 3M | -3.7% | -30.9% | +27.2% | -6.3% |
| 6M | -24.8% | -23.8% | -0.9% | -25.6% |
| YTD | -41.6% | -5.4% | -36.1% | -42.1% |
| 1Y | -42.7% | +28.0% | -70.8% | -43.8% |
| All | -42.7% | +18.1% | -60.9% | -43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling