+138.6%
NOK vs EEM
+133.3%
+5.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.3% | +3.5% | +3.8% |
| 7D | +11.0% | -1.3% | +12.2% | +12.1% |
| 30D | +7.8% | +2.1% | +5.8% | +6.1% |
| 3M | -21.0% | +1.0% | -22.0% | -20.9% |
| 6M | +40.9% | +15.9% | +25.0% | +27.7% |
| YTD | +72.0% | +24.6% | +47.4% | +47.0% |
| 1Y | +140.9% | +32.3% | +108.6% | +96.4% |
| 3Y | +194.3% | +85.9% | +108.3% | +83.2% |
| 5Y | +112.5% | +45.4% | +67.2% | +58.9% |
| All | +138.6% | +133.3% | +5.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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