+25.6%
NOK vs EFV
+256.4%
-230.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.9% |
| 7D | +7.3% | +1.0% | +6.3% | +6.1% |
| 30D | +13.8% | +0.2% | +13.6% | +13.5% |
| 3M | -27.0% | +9.6% | -36.6% | -33.4% |
| 6M | +37.6% | +14.0% | +23.6% | +20.9% |
| YTD | +64.6% | +18.5% | +46.1% | +38.6% |
| 1Y | +132.0% | +27.9% | +104.1% | +80.9% |
| 3Y | +183.7% | +92.4% | +91.2% | +45.8% |
| 5Y | +101.3% | +97.2% | +4.1% | +1.8% |
| 10Y | +122.4% | +163.0% | -40.6% | -17.1% |
| All | +25.6% | +256.4% | -230.8% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling