+21.3%
NOK vs ELV
+42.6%
-21.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -2.7% |
| 7D | -10.4% | +4.8% | -15.2% | -10.5% |
| 30D | -19.0% | +10.1% | -29.1% | -19.7% |
| 3M | -16.7% | +15.4% | -32.1% | -18.2% |
| 6M | -37.1% | +17.7% | -54.9% | -38.3% |
| YTD | +27.7% | +25.7% | +2.0% | +22.5% |
| 1Y | +21.3% | +39.9% | -18.6% | +12.4% |
| All | +21.3% | +42.6% | -21.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 1y: compounded portfolio wealth divided by compounded ELV 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…
1y analysis · Full analysis span regression · 6 months rolling