+115.1%
NOK vs EFA
+52.4%
+62.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +3.7% |
| 7D | +11.0% | -1.5% | +12.5% | +12.9% |
| 30D | +7.8% | -1.7% | +9.5% | +9.9% |
| 3M | -21.0% | +3.5% | -24.5% | -23.6% |
| 6M | +40.9% | +9.5% | +31.4% | +28.7% |
| YTD | +72.0% | +12.9% | +59.2% | +51.4% |
| 1Y | +140.9% | +18.2% | +122.7% | +101.5% |
| 3Y | +194.3% | +64.8% | +129.4% | +67.2% |
| All | +115.1% | +52.4% | +62.7% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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