+2,490.2%
NVDL vs FIS
-42.1%
+2,532.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -10.3% | -7.9% | -2.4% | -9.1% |
| 30D | -7.1% | -8.0% | +0.8% | -5.9% |
| 3M | +6.6% | +0.6% | +6.0% | +4.7% |
| 6M | +21.1% | -22.2% | +43.3% | +26.6% |
| YTD | +15.2% | -40.8% | +56.0% | +30.8% |
| 1Y | +18.8% | -41.5% | +60.3% | +34.9% |
| 3Y | +649.9% | -25.5% | +675.4% | +643.6% |
| All | +2,490.2% | -42.1% | +2,532.3% | +2,691.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling