+26.0%
NOK vs EFA
+386.6%
-360.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.3% |
| 7D | +9.3% | -0.5% | +9.8% | +9.8% |
| 30D | +17.9% | -1.3% | +19.2% | +19.7% |
| 3M | -22.3% | +5.2% | -27.5% | -26.2% |
| 6M | +36.4% | +9.4% | +27.0% | +24.3% |
| YTD | +66.3% | +12.7% | +53.6% | +46.1% |
| 1Y | +134.4% | +19.3% | +115.2% | +93.4% |
| 3Y | +186.6% | +66.3% | +120.3% | +62.1% |
| 5Y | +102.7% | +53.4% | +49.3% | +26.7% |
| 10Y | +129.8% | +144.4% | -14.6% | -15.3% |
| All | +26.0% | +386.6% | -360.6% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling