+102.7%
NOK vs ELF
+230.6%
-127.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +9.3% | -6.8% | +16.1% | +9.9% |
| 30D | +17.9% | +5.1% | +12.8% | +17.3% |
| 3M | -22.3% | +79.8% | -102.1% | -25.9% |
| 6M | +36.4% | +29.7% | +6.7% | +33.1% |
| YTD | +66.3% | +31.6% | +34.7% | +61.2% |
| 1Y | +134.4% | -27.9% | +162.3% | +138.3% |
| 3Y | +186.6% | -26.4% | +213.0% | +173.2% |
| 5Y | +102.7% | +235.6% | -132.9% | +12.6% |
| All | +102.7% | +230.6% | -127.9% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling