+184.5%
NOK vs ED
+34.3%
+150.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.0% |
| 7D | +9.3% | -0.2% | +9.5% | +9.3% |
| 30D | +17.9% | +1.9% | +15.9% | +18.1% |
| 3M | -22.3% | +1.9% | -24.2% | -22.6% |
| 6M | +36.4% | -2.3% | +38.6% | +36.5% |
| YTD | +66.3% | +10.9% | +55.4% | +64.9% |
| 1Y | +134.4% | +14.5% | +119.9% | +131.2% |
| All | +184.5% | +34.3% | +150.2% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling