+1,700.7%
NOK vs FISV
+3,065.2%
-1,364.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.4% | +2.8% |
| 7D | +9.3% | -6.4% | +15.8% | +12.2% |
| 30D | +17.9% | -6.8% | +24.7% | +20.7% |
| 3M | -22.3% | -10.0% | -12.4% | -20.5% |
| 6M | +36.4% | -20.6% | +57.0% | +45.6% |
| YTD | +66.3% | -27.6% | +93.9% | +83.5% |
| 1Y | +134.4% | -64.3% | +198.8% | +227.0% |
| 3Y | +186.6% | -60.0% | +246.6% | +262.4% |
| 5Y | +102.7% | -57.7% | +160.4% | +144.5% |
| 10Y | +129.8% | -3.0% | +132.8% | +77.0% |
| All | +1,700.7% | +3,065.2% | -1,364.5% | +331.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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