-55.8%
FISV vs NTAP
+122.8%
-178.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -7.2% | -1.0% | -6.2% | -7.0% |
| 30D | -7.2% | -7.5% | +0.3% | -5.5% |
| 3M | -8.2% | +14.6% | -22.8% | -11.7% |
| 6M | -17.7% | +91.0% | -108.7% | -32.2% |
| YTD | -27.2% | +73.7% | -100.8% | -38.5% |
| 1Y | -63.0% | +51.2% | -114.2% | -67.5% |
| 3Y | -59.8% | +146.1% | -205.9% | -71.3% |
| 5Y | -55.8% | +122.8% | -178.6% | -69.0% |
| All | -55.8% | +122.8% | -178.6% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling