+183.7%
NOK vs ELF
-23.6%
+207.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.1% | +6.3% |
| 7D | +7.3% | -1.2% | +8.4% | +7.3% |
| 30D | +13.8% | +5.9% | +7.9% | +13.6% |
| 3M | -27.0% | +99.5% | -126.5% | -28.6% |
| 6M | +37.6% | +26.5% | +11.1% | +36.9% |
| YTD | +64.6% | +37.2% | +27.4% | +62.5% |
| 1Y | +132.0% | -24.4% | +156.4% | +134.4% |
| 3Y | +183.7% | -23.3% | +207.0% | +170.7% |
| All | +183.7% | -23.6% | +207.3% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling