+1,193.7%
EWY vs NOK
-59.5%
+1,253.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.8% |
| 7D | +1.2% | +8.7% | -7.5% | -1.3% |
| 30D | +9.3% | +12.5% | -3.2% | +5.5% |
| 3M | +2.4% | -20.7% | +23.2% | +10.0% |
| 6M | +40.3% | +36.2% | +4.1% | +28.1% |
| YTD | +88.0% | +64.1% | +23.9% | +62.1% |
| 1Y | +143.8% | +132.4% | +11.4% | +87.3% |
| 3Y | +217.8% | +182.9% | +34.9% | +125.9% |
| 5Y | +142.7% | +102.8% | +39.9% | +87.5% |
| 10Y | +291.7% | +126.8% | +164.9% | +155.4% |
| All | +1,193.7% | -59.5% | +1,253.3% | +848.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 NOK 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