+115.1%
NOK vs EME
+575.5%
-460.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +3.4% |
| 7D | +11.0% | +3.5% | +7.5% | +9.7% |
| 30D | +7.8% | -6.3% | +14.2% | +10.1% |
| 3M | -21.0% | -3.8% | -17.3% | -20.0% |
| 6M | +40.9% | +8.5% | +32.4% | +38.5% |
| YTD | +72.0% | +27.8% | +44.2% | +62.1% |
| 1Y | +140.9% | +22.2% | +118.7% | +127.8% |
| 3Y | +194.3% | +253.5% | -59.2% | +82.9% |
| All | +115.1% | +575.5% | -460.4% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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