+105.5%
NOK vs BEN
+38.1%
+67.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.7% |
| 7D | +9.3% | +3.4% | +6.0% | +7.7% |
| 30D | +17.9% | +1.8% | +16.1% | +16.9% |
| 3M | -22.3% | +8.4% | -30.7% | -25.0% |
| 6M | +36.4% | +35.6% | +0.7% | +19.5% |
| YTD | +66.3% | +46.4% | +19.9% | +40.4% |
| 1Y | +134.4% | +46.3% | +88.1% | +97.4% |
| 3Y | +186.6% | +54.6% | +132.0% | +128.7% |
| All | +105.5% | +38.1% | +67.4% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling