+138.6%
NOK vs BAX
-38.1%
+176.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.2% |
| 7D | +11.0% | -7.9% | +18.8% | +13.2% |
| 30D | +7.8% | -11.7% | +19.5% | +11.1% |
| 3M | -21.0% | +16.2% | -37.2% | -24.9% |
| 6M | +40.9% | +32.0% | +8.9% | +28.2% |
| YTD | +72.0% | +24.7% | +47.3% | +58.0% |
| 1Y | +140.9% | -2.6% | +143.5% | +136.9% |
| 3Y | +194.3% | -35.0% | +229.2% | +218.7% |
| 5Y | +112.5% | -67.6% | +180.1% | +193.1% |
| All | +138.6% | -38.1% | +176.7% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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