+102.7%
NOK vs FIS
-66.7%
+169.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +1.7% |
| 7D | +9.3% | -9.1% | +18.4% | +11.3% |
| 30D | +17.9% | -10.4% | +28.3% | +20.2% |
| 3M | -22.3% | -3.7% | -18.6% | -22.7% |
| 6M | +36.4% | -24.8% | +61.1% | +43.8% |
| YTD | +66.3% | -41.6% | +107.9% | +87.4% |
| 1Y | +134.4% | -42.7% | +177.2% | +165.2% |
| 3Y | +186.6% | -26.2% | +212.8% | +195.6% |
| 5Y | +102.7% | -66.1% | +168.8% | +147.4% |
| All | +102.7% | -66.7% | +169.4% | +147.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling