+1,065.2%
NRG vs FIS
-39.8%
+1,104.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | -4.7% | -7.9% | +3.2% | -2.3% |
| 30D | -6.0% | -8.0% | +2.0% | -3.8% |
| 3M | -8.0% | +0.6% | -8.6% | -9.4% |
| 6M | -23.2% | -22.2% | -1.0% | -18.2% |
| YTD | -28.1% | -40.8% | +12.7% | -16.1% |
| 1Y | -27.3% | -41.5% | +14.3% | -15.2% |
| 3Y | +208.7% | -25.5% | +234.2% | +217.9% |
| 5Y | +197.7% | -64.8% | +262.4% | +304.1% |
| All | +1,065.2% | -39.8% | +1,104.9% | +1,036.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling