+138.6%
NOK vs ESI
+312.8%
-174.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.6% |
| 7D | +11.0% | -4.6% | +15.6% | +12.9% |
| 30D | +7.8% | -10.5% | +18.4% | +12.3% |
| 3M | -21.0% | -19.8% | -1.2% | -14.0% |
| 6M | +40.9% | +5.8% | +35.1% | +40.0% |
| YTD | +72.0% | +38.3% | +33.7% | +55.6% |
| 1Y | +140.9% | +31.5% | +109.4% | +120.2% |
| 3Y | +194.3% | +80.7% | +113.6% | +134.1% |
| 5Y | +112.5% | +69.4% | +43.1% | +70.2% |
| All | +138.6% | +312.8% | -174.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling