+1,575.9%
NRG vs FIS
+206.2%
+1,369.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +2.9% |
| 7D | +9.3% | -3.5% | +12.7% | +10.6% |
| 30D | +1.3% | -7.8% | +9.1% | +4.2% |
| 3M | -6.0% | +0.8% | -6.8% | -7.7% |
| 6M | -22.0% | -21.9% | -0.1% | -15.9% |
| YTD | -24.1% | -39.5% | +15.4% | -9.7% |
| 1Y | -18.0% | -41.0% | +23.0% | -2.2% |
| 3Y | +220.0% | -23.6% | +243.6% | +231.0% |
| 5Y | +201.1% | -65.6% | +266.7% | +319.1% |
| 10Y | +1,085.1% | -40.2% | +1,125.3% | +1,125.4% |
| All | +1,575.9% | +206.2% | +1,369.8% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling