-18.6%
NRG vs FIS
-37.2%
+18.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.3% | +6.2% |
| 7D | +7.1% | +1.1% | +6.0% | +7.4% |
| 30D | -1.4% | -2.2% | +0.8% | -1.9% |
| 3M | -10.5% | +2.1% | -12.6% | -9.7% |
| 6M | -26.7% | -14.7% | -12.1% | -29.4% |
| YTD | -24.5% | -35.7% | +11.2% | -34.5% |
| 1Y | -18.6% | -37.1% | +18.5% | -29.2% |
| All | -18.6% | -37.2% | +18.7% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling