+1,700.7%
NOK vs ETR
+3,265.5%
-1,564.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | +9.3% | +0.4% | +9.0% | +9.2% |
| 30D | +17.9% | +2.0% | +15.8% | +17.2% |
| 3M | -22.3% | -1.7% | -20.6% | -22.0% |
| 6M | +36.4% | +3.6% | +32.8% | +34.4% |
| YTD | +66.3% | +18.0% | +48.3% | +57.4% |
| 1Y | +134.4% | +26.2% | +108.2% | +116.7% |
| 3Y | +186.6% | +148.0% | +38.6% | +111.6% |
| 5Y | +102.7% | +126.1% | -23.4% | +52.5% |
| 10Y | +129.8% | +302.3% | -172.5% | +40.7% |
| All | +1,700.7% | +3,265.5% | -1,564.8% | +823.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling