+1,677.3%
NOK vs ETN
+9,383.0%
-7,705.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.5% |
| 7D | +8.7% | +3.0% | +5.7% | +7.1% |
| 30D | +12.5% | -10.9% | +23.4% | +19.5% |
| 3M | -20.7% | +9.2% | -30.0% | -24.2% |
| 6M | +36.2% | +13.9% | +22.2% | +27.7% |
| YTD | +64.1% | +29.5% | +34.6% | +43.1% |
| 1Y | +132.4% | +14.2% | +118.2% | +114.4% |
| 3Y | +182.9% | +79.9% | +103.0% | +91.9% |
| 5Y | +102.8% | +175.7% | -72.9% | +6.9% |
| 10Y | +126.8% | +693.2% | -566.4% | -39.8% |
| All | +1,677.3% | +9,383.0% | -7,705.8% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling