+36.4%
NOK vs EFX
-17.4%
+53.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +0.4% |
| 7D | +9.3% | -9.4% | +18.7% | +6.3% |
| 30D | +17.9% | -6.9% | +24.7% | +15.6% |
| 3M | -22.3% | +0.1% | -22.4% | -21.5% |
| 6M | +36.4% | -17.3% | +53.7% | +45.0% |
| All | +36.4% | -17.4% | +53.8% | +45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling