+651.2%
NVDL vs FIS
-25.6%
+676.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.2% | -5.9% | -4.8% |
| 7D | -8.7% | -8.9% | +0.2% | -8.1% |
| 30D | -1.3% | -9.9% | +8.6% | -0.6% |
| 3M | +11.4% | 0.0% | +11.4% | +9.6% |
| 6M | +22.9% | -22.9% | +45.8% | +27.2% |
| YTD | +15.4% | -40.9% | +56.3% | +27.8% |
| 1Y | +18.8% | -40.4% | +59.2% | +30.9% |
| All | +651.2% | -25.6% | +676.8% | +568.3% |
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