+115.1%
NOK vs ELV
+24.6%
+90.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.5% |
| 7D | +11.0% | +2.8% | +8.2% | +10.4% |
| 30D | +7.8% | +4.9% | +2.9% | +6.9% |
| 3M | -21.0% | +4.9% | -25.9% | -21.8% |
| 6M | +40.9% | +45.1% | -4.2% | +32.4% |
| YTD | +72.0% | +20.7% | +51.4% | +65.2% |
| 1Y | +140.9% | +35.0% | +105.9% | +126.4% |
| 3Y | +194.3% | -2.4% | +196.7% | +190.7% |
| All | +115.1% | +24.6% | +90.6% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling