+102.8%
NOK vs ETR
+123.0%
-20.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +8.7% | -1.9% | +10.6% | +9.2% |
| 30D | +12.5% | -0.2% | +12.7% | +12.6% |
| 3M | -20.7% | -3.7% | -17.0% | -20.2% |
| 6M | +36.2% | +2.1% | +34.1% | +35.2% |
| YTD | +64.1% | +16.5% | +47.7% | +57.7% |
| 1Y | +132.4% | +22.5% | +109.9% | +119.5% |
| 3Y | +182.9% | +144.7% | +38.2% | +111.0% |
| 5Y | +102.8% | +125.2% | -22.4% | +55.4% |
| All | +102.8% | +123.0% | -20.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling