-37.6%
FIS vs NXT
+178.8%
-216.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -0.9% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | -2.2% | -15.3% | +13.1% | -2.0% |
| 3M | +2.1% | -43.8% | +45.9% | +3.2% |
| 6M | -14.7% | -18.7% | +4.0% | -15.0% |
| YTD | -35.7% | -3.0% | -32.7% | -36.8% |
| 1Y | -37.1% | +22.7% | -59.8% | -39.3% |
| 3Y | -20.0% | +95.9% | -115.9% | -27.5% |
| All | -37.6% | +178.8% | -216.4% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling