+60.7%
NOK vs EMB
+7.3%
+53.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.2% |
| 7D | +5.4% | -0.9% | +6.3% | +6.7% |
| 30D | -14.1% | +0.4% | -14.5% | -14.5% |
| 3M | -23.6% | -3.1% | -20.5% | -20.2% |
| 6M | -45.1% | -2.1% | -43.1% | -43.3% |
| YTD | +24.7% | -1.1% | +25.8% | +27.5% |
| 1Y | +19.0% | -0.1% | +19.1% | +20.1% |
| 3Y | +147.0% | +29.6% | +117.4% | +81.1% |
| All | +60.7% | +7.3% | +53.5% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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