+71.2%
NOK vs ELF
+391.6%
-320.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -49.6% |
| YTD | +24.7% | +55.2% | -30.4% | +17.6% |
| 1Y | +19.0% | +58.6% | -39.6% | +11.9% |
| 3Y | +147.0% | +21.3% | +125.7% | +122.2% |
| 5Y | +58.2% | +276.2% | -218.0% | +15.1% |
| 10Y | +122.3% | +337.0% | -214.7% | +43.4% |
| All | +71.2% | +391.6% | -320.4% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling