+138.6%
NOK vs ET
+177.0%
-38.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.0% |
| 7D | +11.0% | +0.2% | +10.7% | +10.9% |
| 30D | +7.8% | +2.9% | +5.0% | +7.1% |
| 3M | -21.0% | +16.8% | -37.8% | -24.1% |
| 6M | +40.9% | +18.9% | +22.0% | +34.7% |
| YTD | +72.0% | +37.7% | +34.3% | +58.4% |
| 1Y | +140.9% | +32.4% | +108.5% | +123.7% |
| 3Y | +194.3% | +99.5% | +94.8% | +143.8% |
| 5Y | +112.5% | +244.0% | -131.4% | +53.3% |
| All | +138.6% | +177.0% | -38.4% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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