+127.6%
NOK vs ED
+109.0%
+18.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | +8.7% | -1.9% | +10.6% | +9.1% |
| 30D | +12.5% | +0.1% | +12.4% | +12.4% |
| 3M | -20.7% | 0.0% | -20.8% | -21.1% |
| 6M | +36.2% | -2.5% | +38.7% | +36.2% |
| YTD | +64.1% | +10.1% | +54.0% | +59.3% |
| 1Y | +132.4% | +13.6% | +118.8% | +123.2% |
| 3Y | +182.9% | +32.4% | +150.4% | +157.6% |
| 5Y | +102.8% | +69.9% | +32.9% | +72.2% |
| All | +127.6% | +109.0% | +18.6% | +89.5% |
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