-9.9%
NOK vs FIS
+374.5%
-384.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +3.0% |
| 7D | -1.8% | +1.1% | -2.8% | -2.2% |
| 30D | +4.7% | -2.2% | +6.9% | +5.3% |
| 3M | -39.7% | +2.1% | -41.8% | -41.1% |
| 6M | +23.1% | -14.7% | +37.7% | +27.8% |
| YTD | +55.0% | -35.7% | +90.7% | +80.1% |
| 1Y | +118.0% | -37.1% | +155.1% | +154.6% |
| 3Y | +170.5% | -20.0% | +190.5% | +177.7% |
| 5Y | +84.9% | -62.1% | +147.0% | +147.7% |
| 10Y | +112.0% | -37.4% | +149.4% | +116.4% |
| All | -9.9% | +374.5% | -384.4% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling