+127.6%
NOK vs FIS
-39.9%
+167.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.6% |
| 7D | +8.7% | -8.9% | +17.6% | +11.5% |
| 30D | +12.5% | -9.9% | +22.4% | +15.5% |
| 3M | -20.7% | 0.0% | -20.7% | -22.1% |
| 6M | +36.2% | -22.9% | +59.1% | +44.7% |
| YTD | +64.1% | -40.9% | +105.0% | +90.5% |
| 1Y | +132.4% | -40.4% | +172.8% | +168.1% |
| 3Y | +182.9% | -25.4% | +208.2% | +193.5% |
| 5Y | +102.8% | -64.8% | +167.6% | +170.3% |
| All | +127.6% | -39.9% | +167.5% | +144.5% |
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