+138.6%
NOK vs EFX
+42.6%
+96.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.7% |
| 7D | +11.0% | -4.5% | +15.5% | +12.2% |
| 30D | +7.8% | -6.1% | +13.9% | +9.1% |
| 3M | -21.0% | +6.2% | -27.2% | -23.8% |
| 6M | +40.9% | -11.2% | +52.1% | +42.7% |
| YTD | +72.0% | -21.4% | +93.4% | +79.6% |
| 1Y | +140.9% | -34.3% | +175.2% | +165.6% |
| 3Y | +194.3% | -12.5% | +206.8% | +186.5% |
| 5Y | +112.5% | -35.6% | +148.1% | +121.8% |
| All | +138.6% | +42.6% | +96.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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