+140.9%
NOK vs ETR
+21.8%
+119.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.8% |
| 7D | +11.0% | -1.8% | +12.8% | +11.0% |
| 30D | +7.8% | -1.8% | +9.6% | +7.9% |
| 3M | -21.0% | -3.6% | -17.4% | -21.1% |
| 6M | +40.9% | +2.6% | +38.3% | +43.9% |
| YTD | +72.0% | +16.0% | +56.0% | +84.9% |
| 1Y | +140.9% | +20.1% | +120.8% | +155.8% |
| All | +140.9% | +21.8% | +119.1% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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