+127.9%
NOK vs FIS
-53.2%
+181.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.2% | -6.7% | -3.6% |
| 7D | +5.4% | +2.8% | +2.5% | +4.5% |
| 30D | -14.1% | -16.7% | +2.6% | -11.6% |
| 3M | -23.6% | -32.3% | +8.7% | -16.9% |
| 6M | -45.1% | -29.1% | -16.1% | -41.8% |
| YTD | +24.7% | -54.1% | +78.9% | +51.7% |
| 1Y | +19.0% | -53.7% | +72.7% | +44.3% |
| 3Y | +147.0% | -38.8% | +185.9% | +163.8% |
| 5Y | +58.2% | -71.1% | +129.3% | +116.4% |
| All | +127.9% | -53.2% | +181.1% | +161.6% |
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 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