+184.5%
NOK vs FIS
-26.4%
+210.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.3% |
| 7D | +9.3% | -9.1% | +18.4% | +10.0% |
| 30D | +17.9% | -10.4% | +28.3% | +18.7% |
| 3M | -22.3% | -3.7% | -18.6% | -22.9% |
| 6M | +36.4% | -24.8% | +61.1% | +41.4% |
| YTD | +66.3% | -41.6% | +107.9% | +83.2% |
| 1Y | +134.4% | -42.7% | +177.2% | +159.2% |
| All | +184.5% | -26.4% | +210.9% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling