+7.7%
NOK vs ELV
+2,378.1%
-2,370.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +9.3% | -2.2% | +11.6% | +10.0% |
| 30D | +17.9% | -0.2% | +18.1% | +17.8% |
| 3M | -22.3% | -6.1% | -16.2% | -21.1% |
| 6M | +36.4% | +42.8% | -6.5% | +20.9% |
| YTD | +66.3% | +14.4% | +51.9% | +56.4% |
| 1Y | +134.4% | +28.6% | +105.8% | +111.4% |
| 3Y | +186.6% | -7.4% | +194.0% | +179.4% |
| 5Y | +102.7% | +14.5% | +88.2% | +79.4% |
| 10Y | +129.8% | +257.4% | -127.6% | +23.1% |
| All | +7.7% | +2,378.1% | -2,370.4% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling