+21.3%
NOK vs FIS
-50.5%
+71.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.7% | +21.1% | -7.3% |
| 7D | -10.4% | -18.4% | +8.0% | -12.6% |
| 30D | -19.0% | -11.4% | -7.6% | -19.1% |
| 3M | -16.7% | -32.0% | +15.3% | -20.9% |
| 6M | -37.1% | -35.6% | -1.5% | -38.7% |
| YTD | +27.7% | -53.8% | +81.5% | +27.1% |
| 1Y | +21.3% | -51.1% | +72.4% | +17.7% |
| All | +21.3% | -50.5% | +71.8% | +17.7% |
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