+1,682.3%
NOK vs EFX
+3,038.4%
-1,356.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.2% | +7.5% |
| 7D | +7.3% | -7.8% | +15.1% | +10.6% |
| 30D | +13.8% | -5.7% | +19.5% | +15.8% |
| 3M | -27.0% | +2.5% | -29.5% | -29.9% |
| 6M | +37.6% | -16.7% | +54.3% | +43.4% |
| YTD | +64.6% | -20.2% | +84.8% | +72.9% |
| 1Y | +132.0% | -31.4% | +163.4% | +158.7% |
| 3Y | +183.7% | -10.5% | +194.2% | +168.8% |
| 5Y | +101.3% | -35.2% | +136.5% | +114.3% |
| 10Y | +122.4% | +40.2% | +82.2% | +50.9% |
| All | +1,682.3% | +3,038.4% | -1,356.1% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling