+64.6%
NOK vs BIL
+19.8%
+44.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -14.7% | 0.0% | -14.7% | -14.2% |
| 3M | -10.6% | +0.6% | -11.2% | -7.2% |
| 6M | -39.4% | +1.5% | -40.9% | -34.6% |
| YTD | +30.4% | +2.8% | +27.7% | +42.2% |
| 1Y | +22.3% | +3.3% | +19.0% | +34.3% |
| 3Y | +157.6% | +13.4% | +144.2% | +187.3% |
| 5Y | +64.6% | +19.8% | +44.7% | +70.6% |
| All | +64.6% | +19.8% | +44.7% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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