+138.6%
NOK vs EFV
+169.9%
-31.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.7% |
| 7D | +11.0% | -0.8% | +11.8% | +11.8% |
| 30D | +7.8% | +0.6% | +7.2% | +7.1% |
| 3M | -21.0% | +7.5% | -28.5% | -26.4% |
| 6M | +40.9% | +13.0% | +27.9% | +25.3% |
| YTD | +72.0% | +18.3% | +53.7% | +45.7% |
| 1Y | +140.9% | +26.7% | +114.2% | +90.7% |
| 3Y | +194.3% | +89.6% | +104.7% | +56.0% |
| 5Y | +112.5% | +98.2% | +14.3% | +8.4% |
| All | +138.6% | +169.9% | -31.3% | -11.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling