+118.0%
NOK vs ETN
+20.7%
+97.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -2.9% |
| 30D | +4.7% | -7.9% | +12.6% | +9.7% |
| 3M | -39.7% | -1.6% | -38.0% | -39.0% |
| 6M | +23.1% | +16.9% | +6.2% | +19.6% |
| YTD | +55.0% | +30.1% | +25.0% | +49.7% |
| 1Y | +118.0% | +19.3% | +98.7% | +117.4% |
| All | +118.0% | +20.7% | +97.4% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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