+184.5%
NOK vs ETR
+148.1%
+36.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +9.3% | +0.4% | +9.0% | +9.3% |
| 30D | +17.9% | +2.0% | +15.8% | +17.5% |
| 3M | -22.3% | -1.7% | -20.6% | -22.2% |
| 6M | +36.4% | +3.6% | +32.8% | +35.6% |
| YTD | +66.3% | +18.0% | +48.3% | +62.2% |
| 1Y | +134.4% | +26.2% | +108.2% | +124.6% |
| All | +184.5% | +148.1% | +36.4% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling