+8.9%
NOK vs BEN
+49.4%
-40.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -4.9% | -4.8% | -6.5% |
| 7D | -19.9% | -0.4% | -19.5% | -19.4% |
| 30D | -32.0% | -0.7% | -31.3% | -31.5% |
| 3M | -22.1% | -6.8% | -15.3% | -18.6% |
| 6M | -44.4% | +7.9% | -52.3% | -45.7% |
| YTD | +15.3% | +39.6% | -24.3% | +1.0% |
| 1Y | +8.9% | +48.5% | -39.6% | -7.7% |
| All | +8.9% | +49.4% | -40.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling