+194.3%
NOK vs ETN
+86.8%
+107.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.0% | +0.8% | +3.3% |
| 7D | +11.0% | +3.5% | +7.4% | +9.6% |
| 30D | +7.8% | -7.5% | +15.4% | +11.0% |
| 3M | -21.0% | +8.3% | -29.3% | -22.9% |
| 6M | +40.9% | +20.2% | +20.7% | +35.1% |
| YTD | +72.0% | +34.7% | +37.4% | +60.9% |
| 1Y | +140.9% | +19.4% | +121.5% | +130.5% |
| 3Y | +194.3% | +85.5% | +108.8% | +122.9% |
| All | +194.3% | +86.8% | +107.5% | +122.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling