+2,490.2%
NVDL vs FIS
-42.8%
+2,532.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -10.3% | -9.0% | -1.4% | -8.9% |
| 30D | -7.1% | -9.0% | +1.9% | -5.7% |
| 3M | +6.6% | -0.5% | +7.1% | +4.9% |
| 6M | +21.1% | -23.1% | +44.2% | +26.9% |
| YTD | +15.2% | -41.5% | +56.7% | +31.0% |
| 1Y | +18.8% | -42.2% | +61.0% | +35.1% |
| 3Y | +649.9% | -26.3% | +676.2% | +645.0% |
| All | +2,490.2% | -42.8% | +2,532.9% | +2,696.6% |
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