+103.3%
NU vs FIS
-26.4%
+129.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.3% | -1.2% |
| 7D | -2.6% | -9.1% | +6.5% | -0.2% |
| 30D | +8.2% | -10.4% | +18.7% | +11.2% |
| 3M | +26.3% | -3.7% | +30.0% | +26.3% |
| 6M | +2.2% | -24.8% | +27.0% | +9.9% |
| YTD | -10.4% | -41.6% | +31.2% | +4.5% |
| 1Y | -3.0% | -42.7% | +39.8% | +13.7% |
| All | +103.3% | -26.4% | +129.7% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling