+14.5%
NOW vs FIS
-37.0%
+51.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.4% |
| 7D | -3.0% | -25.5% | +22.5% | +5.3% |
| 30D | -26.0% | -15.1% | -11.0% | -28.0% |
| 3M | -13.1% | -32.1% | +19.0% | +2.9% |
| 6M | +14.5% | -36.1% | +50.6% | +45.7% |
| All | +14.5% | -37.0% | +51.5% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 6mo: compounded portfolio wealth divided by compounded FIS 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…
6mo analysis · Full analysis span regression · 6 months rolling