+54.8%
NOK vs FPS
+12.3%
+42.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | +1.0% |
| 7D | +8.7% | -4.6% | +13.3% | +10.7% |
| 30D | +12.5% | -22.6% | +35.1% | +24.3% |
| 3M | -20.7% | -45.1% | +24.4% | -2.1% |
| 6M | +36.2% | -17.8% | +54.0% | +52.3% |
| All | +54.8% | +12.3% | +42.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FPS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling