+40.6%
NVDL vs FIS
-37.2%
+77.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.3% |
| 7D | +11.7% | +1.1% | +10.6% | +12.0% |
| 30D | +7.8% | -2.2% | +10.1% | +7.3% |
| 3M | +3.3% | +2.1% | +1.2% | +4.3% |
| 6M | +38.9% | -14.7% | +53.6% | +36.2% |
| YTD | +28.5% | -35.7% | +64.2% | +15.4% |
| 1Y | +40.6% | -37.1% | +77.7% | +30.1% |
| All | +40.6% | -37.2% | +77.8% | +30.1% |
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