+133.9%
NOK vs ECL
+192.9%
-59.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.5% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | -16.0% | +6.6% | -22.6% | -18.2% |
| 3M | -19.8% | +9.6% | -29.4% | -22.9% |
| 6M | -37.1% | +21.6% | -58.7% | -42.7% |
| YTD | +28.0% | +16.9% | +11.1% | +18.2% |
| 1Y | +17.9% | +17.9% | +0.1% | +8.3% |
| 3Y | +152.7% | +76.5% | +76.2% | +88.8% |
| 5Y | +62.3% | +36.6% | +25.7% | +32.6% |
| All | +133.9% | +192.9% | -59.0% | +33.5% |
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