+45.4%
NU vs FIS
-59.8%
+105.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | -0.2% |
| 7D | -4.2% | -8.9% | +4.7% | -1.4% |
| 30D | +10.0% | -9.9% | +20.0% | +13.5% |
| 3M | +29.3% | 0.0% | +29.3% | +28.1% |
| 6M | +0.9% | -22.9% | +23.8% | +8.7% |
| YTD | -10.3% | -40.9% | +30.6% | +5.5% |
| 1Y | -3.2% | -40.4% | +37.3% | +13.2% |
| 3Y | +120.6% | -25.4% | +145.9% | +134.6% |
| All | +45.4% | -59.8% | +105.2% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling