+2,454.8%
FISV vs NTAP
+23,869.3%
-21,414.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.9% | -4.4% |
| 7D | -1.6% | +3.3% | -4.8% | -2.2% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | -3.5% | +11.4% | -14.9% | -6.1% |
| 6M | -19.4% | +88.7% | -108.1% | -30.2% |
| YTD | -24.3% | +78.9% | -103.2% | -33.8% |
| 1Y | -62.4% | +58.8% | -121.2% | -66.3% |
| 3Y | -58.2% | +153.5% | -211.7% | -66.7% |
| 5Y | -56.5% | +136.7% | -193.3% | -65.1% |
| 10Y | -0.5% | +590.2% | -590.7% | -38.2% |
| All | +2,454.8% | +23,869.3% | -21,414.4% | +602.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling