+127.9%
NOK vs EL
+62.2%
+65.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.8% |
| 7D | +5.4% | +1.5% | +3.8% | +5.0% |
| 30D | -14.1% | +10.0% | -24.1% | -16.1% |
| 3M | -23.6% | +28.4% | -52.0% | -28.5% |
| 6M | -45.1% | +37.1% | -82.2% | -49.7% |
| YTD | +24.7% | +7.8% | +16.9% | +18.7% |
| 1Y | +19.0% | +26.0% | -7.0% | +8.5% |
| 3Y | +147.0% | +3.8% | +143.2% | +123.4% |
| 5Y | +58.2% | -65.2% | +123.4% | +102.9% |
| All | +127.9% | +62.2% | +65.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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