+60.7%
NOK vs ED
+85.1%
-24.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.6% |
| 7D | +5.4% | +2.1% | +3.3% | +5.3% |
| 30D | -14.1% | +10.4% | -24.6% | -14.9% |
| 3M | -23.6% | +12.5% | -36.1% | -24.4% |
| 6M | -45.1% | +14.9% | -60.1% | -46.2% |
| YTD | +24.7% | +24.8% | -0.1% | +20.0% |
| 1Y | +19.0% | +23.8% | -4.8% | +14.7% |
| 3Y | +147.0% | +51.6% | +95.4% | +119.0% |
| All | +60.7% | +85.1% | -24.4% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling