-57.6%
FISV vs NTAP
+165.5%
-223.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.5% | -3.1% | +3.9% |
| 7D | -2.7% | +7.4% | -10.1% | -3.9% |
| 30D | 0.0% | -1.4% | +1.4% | +0.2% |
| 3M | -2.8% | +24.6% | -27.4% | -6.9% |
| 6M | -11.8% | +105.9% | -117.7% | -24.8% |
| YTD | -23.2% | +88.5% | -111.7% | -33.4% |
| 1Y | -62.0% | +62.1% | -124.1% | -66.1% |
| 3Y | -57.6% | +169.1% | -226.7% | -66.8% |
| All | -57.6% | +165.5% | -223.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling