+127.6%
NOK vs EW
+126.7%
+0.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | +8.7% | -3.4% | +12.1% | +9.5% |
| 30D | +12.5% | -7.4% | +19.9% | +14.5% |
| 3M | -20.7% | +0.9% | -21.7% | -21.3% |
| 6M | +36.2% | +1.2% | +35.0% | +34.9% |
| YTD | +64.1% | +1.8% | +62.4% | +62.3% |
| 1Y | +132.4% | +10.8% | +121.5% | +124.2% |
| 3Y | +182.9% | +17.1% | +165.7% | +155.7% |
| 5Y | +102.8% | -28.2% | +131.0% | +109.6% |
| All | +127.6% | +126.7% | +0.9% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling