+132.4%
NOK vs ESI
+34.0%
+98.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | +1.2% |
| 7D | +8.7% | -2.3% | +11.0% | +10.0% |
| 30D | +12.5% | -9.0% | +21.5% | +18.5% |
| 3M | -20.7% | -13.3% | -7.5% | -13.3% |
| 6M | +36.2% | +5.3% | +30.9% | +45.2% |
| YTD | +64.1% | +37.6% | +26.5% | +66.5% |
| 1Y | +132.4% | +33.6% | +98.8% | +136.6% |
| All | +132.4% | +34.0% | +98.4% | +136.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling