+2,672.5%
NVDL vs FIS
-40.9%
+2,713.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.9% | +1.9% | -3.0% |
| 7D | +7.3% | -3.5% | +10.7% | +8.0% |
| 30D | -0.7% | -7.8% | +7.1% | +0.6% |
| 3M | +9.5% | +0.8% | +8.6% | +7.7% |
| 6M | +41.6% | -21.9% | +63.5% | +48.4% |
| YTD | +23.3% | -39.5% | +62.8% | +39.5% |
| 1Y | +40.3% | -41.0% | +81.3% | +59.3% |
| 3Y | +692.2% | -23.6% | +715.8% | +681.7% |
| All | +2,672.5% | -40.9% | +2,713.4% | +2,877.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling