+127.6%
NOK vs EAT
+379.9%
-252.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +8.7% | -6.2% | +14.9% | +9.6% |
| 30D | +12.5% | -3.0% | +15.5% | +12.8% |
| 3M | -20.7% | +45.6% | -66.4% | -25.0% |
| 6M | +36.2% | +53.5% | -17.4% | +27.2% |
| YTD | +64.1% | +49.6% | +14.6% | +53.5% |
| 1Y | +132.4% | +38.9% | +93.5% | +118.5% |
| 3Y | +182.9% | +589.7% | -406.8% | +105.7% |
| 5Y | +102.8% | +318.7% | -215.9% | +52.7% |
| All | +127.6% | +379.9% | -252.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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