+19.0%
NOK vs ED
+24.8%
-5.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -1.4% |
| 7D | +5.4% | +2.1% | +3.3% | +7.2% |
| 30D | -14.1% | +10.4% | -24.6% | -6.8% |
| 3M | -23.6% | +12.5% | -36.1% | -16.4% |
| 6M | -45.1% | +14.9% | -60.1% | -39.5% |
| YTD | +24.7% | +24.8% | -0.1% | +42.8% |
| 1Y | +19.0% | +23.8% | -4.8% | +36.2% |
| All | +19.0% | +24.8% | -5.7% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling