+138.6%
NOK vs ECL
+160.1%
-21.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.1% |
| 7D | +11.0% | -1.1% | +12.1% | +11.5% |
| 30D | +7.8% | -0.8% | +8.7% | +8.1% |
| 3M | -21.0% | +5.0% | -26.1% | -23.2% |
| 6M | +40.9% | +0.2% | +40.6% | +39.1% |
| YTD | +72.0% | +5.8% | +66.3% | +65.6% |
| 1Y | +140.9% | +1.5% | +139.4% | +134.5% |
| 3Y | +194.3% | +55.0% | +139.3% | +131.9% |
| 5Y | +112.5% | +29.3% | +83.3% | +77.2% |
| All | +138.6% | +160.1% | -21.5% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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