+21.3%
NOK vs EFV
+25.8%
-4.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -5.8% |
| 7D | -10.4% | +2.9% | -13.3% | -13.1% |
| 30D | -19.0% | +3.6% | -22.6% | -21.8% |
| 3M | -16.7% | -0.1% | -16.6% | -16.7% |
| 6M | -37.1% | +9.6% | -46.7% | -41.5% |
| YTD | +27.7% | +17.0% | +10.7% | +11.0% |
| 1Y | +21.3% | +25.7% | -4.4% | -3.4% |
| All | +21.3% | +25.8% | -4.5% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling