+105.5%
NOK vs ED
+67.9%
+37.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.1% |
| 7D | +9.3% | -0.2% | +9.5% | +9.4% |
| 30D | +17.9% | +1.9% | +15.9% | +17.6% |
| 3M | -22.3% | +1.9% | -24.2% | -22.9% |
| 6M | +36.4% | -2.3% | +38.6% | +36.4% |
| YTD | +66.3% | +10.9% | +55.4% | +61.9% |
| 1Y | +134.4% | +14.5% | +119.9% | +125.9% |
| 3Y | +186.6% | +33.4% | +153.2% | +158.9% |
| All | +105.5% | +67.9% | +37.5% | +78.9% |
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