+123.7%
NOK vs ACWI
+220.7%
-97.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | -2.7% | -0.2% | -2.6% | -2.3% |
| 30D | -20.4% | -3.3% | -17.1% | -16.8% |
| 3M | -9.6% | -3.4% | -6.2% | -5.2% |
| 6M | -35.6% | +0.8% | -36.5% | -34.5% |
| YTD | +27.5% | +10.7% | +16.8% | +18.0% |
| 1Y | +18.4% | +11.6% | +6.8% | +8.6% |
| 3Y | +151.8% | +73.4% | +78.4% | +45.8% |
| 5Y | +61.1% | +60.2% | +0.9% | +1.7% |
| 10Y | +123.7% | +221.6% | -97.9% | -40.2% |
| All | +123.7% | +220.7% | -97.0% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling