+11.4%
NOK vs ET
+1,447.8%
-1,436.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +9.3% | +0.6% | +8.7% | +9.2% |
| 30D | +17.9% | +5.3% | +12.6% | +16.4% |
| 3M | -22.3% | +15.6% | -38.0% | -25.2% |
| 6M | +36.4% | +20.6% | +15.8% | +30.0% |
| YTD | +66.3% | +38.5% | +27.8% | +53.1% |
| 1Y | +134.4% | +35.7% | +98.7% | +116.6% |
| 3Y | +186.6% | +98.4% | +88.2% | +139.0% |
| 5Y | +102.7% | +245.3% | -142.6% | +46.6% |
| 10Y | +129.8% | +173.7% | -43.9% | +62.2% |
| All | +11.4% | +1,447.8% | -1,436.4% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling