+62.3%
NOK vs EL
-65.5%
+127.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | +11.0% | +2.7% | +8.3% | +10.5% |
| 30D | -16.0% | +10.8% | -26.8% | -17.7% |
| 3M | -19.8% | +26.5% | -46.2% | -23.7% |
| 6M | -37.1% | +31.1% | -68.3% | -40.9% |
| YTD | +28.0% | +6.6% | +21.3% | +23.3% |
| 1Y | +17.9% | +21.8% | -3.9% | +9.9% |
| 3Y | +152.7% | +1.8% | +151.0% | +132.9% |
| 5Y | +62.3% | -65.6% | +127.9% | +124.2% |
| All | +62.3% | -65.5% | +127.8% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling