+127.9%
NOK vs ELF
+332.6%
-204.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.9% | -6.5% | -2.9% |
| 7D | +5.4% | +1.6% | +3.8% | +5.2% |
| 30D | -14.1% | +9.1% | -23.3% | -14.9% |
| 3M | -23.6% | +28.2% | -51.7% | -25.6% |
| 6M | -45.1% | +119.5% | -164.7% | -49.7% |
| YTD | +24.7% | +55.2% | -30.4% | +17.4% |
| 1Y | +19.0% | +58.6% | -39.6% | +11.7% |
| 3Y | +147.0% | +21.3% | +125.7% | +121.5% |
| 5Y | +58.2% | +276.2% | -218.0% | +13.8% |
| All | +127.9% | +332.6% | -204.7% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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