-52.8%
FIS vs NXT
-4.9%
-47.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.8% | +5.9% | +6.8% |
| 7D | +1.5% | -5.7% | +7.2% | +0.8% |
| 30D | -11.8% | +18.5% | -30.4% | -9.8% |
| 3M | -28.5% | -4.1% | -24.4% | -28.3% |
| 6M | -27.0% | -20.3% | -6.7% | -27.3% |
| YTD | -53.1% | +15.5% | -68.6% | -52.2% |
| 1Y | -52.8% | -5.0% | -47.8% | -51.9% |
| All | -52.8% | -4.9% | -47.9% | -51.9% |
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