-6.4%
NU vs FIS
-41.2%
+34.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -4.9% | -9.0% | +4.1% | -3.9% |
| 30D | +7.8% | -9.0% | +16.8% | +8.7% |
| 3M | +20.9% | -0.5% | +21.5% | +20.0% |
| 6M | +0.9% | -23.1% | +24.0% | +2.6% |
| YTD | -12.7% | -41.5% | +28.8% | -8.4% |
| 1Y | -6.4% | -42.2% | +35.8% | -2.5% |
| All | -6.4% | -41.2% | +34.8% | -2.5% |
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 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