+180.8%
NOK vs EL
-34.4%
+215.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.1% |
| 7D | +8.7% | -4.4% | +13.1% | +9.2% |
| 30D | +12.5% | +10.3% | +2.2% | +11.2% |
| 3M | -20.7% | +13.4% | -34.1% | -21.9% |
| 6M | +36.2% | +3.1% | +33.1% | +34.7% |
| YTD | +64.1% | -6.9% | +71.1% | +63.1% |
| 1Y | +132.4% | +11.9% | +120.5% | +123.7% |
| All | +180.8% | -34.4% | +215.2% | +183.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling