+102.7%
NOK vs ESI
+74.4%
+28.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.6% |
| 7D | +9.3% | +3.9% | +5.4% | +7.5% |
| 30D | +17.9% | -3.8% | +21.6% | +20.0% |
| 3M | -22.3% | -13.1% | -9.2% | -16.9% |
| 6M | +36.4% | +11.3% | +25.0% | +33.3% |
| YTD | +66.3% | +44.1% | +22.2% | +46.5% |
| 1Y | +134.4% | +40.3% | +94.1% | +107.0% |
| 3Y | +186.6% | +84.1% | +102.5% | +113.3% |
| 5Y | +102.7% | +75.8% | +26.9% | +49.5% |
| All | +102.7% | +74.4% | +28.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling