+127.9%
NOK vs ED
+147.1%
-19.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.8% |
| 7D | +5.4% | +2.1% | +3.3% | +5.0% |
| 30D | -14.1% | +10.4% | -24.6% | -16.0% |
| 3M | -23.6% | +12.5% | -36.1% | -25.5% |
| 6M | -45.1% | +14.9% | -60.1% | -47.1% |
| YTD | +24.7% | +24.8% | -0.1% | +17.8% |
| 1Y | +19.0% | +23.8% | -4.8% | +12.5% |
| 3Y | +147.0% | +51.6% | +95.4% | +118.3% |
| 5Y | +58.2% | +86.4% | -28.3% | +31.7% |
| All | +127.9% | +147.1% | -19.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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