+118.0%
NOK vs EWT
+99.0%
+19.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +1.0% |
| 7D | -1.8% | +4.0% | -5.7% | -5.2% |
| 30D | +4.7% | +10.3% | -5.6% | -3.9% |
| 3M | -39.7% | +6.1% | -45.7% | -42.5% |
| 6M | +23.1% | +56.6% | -33.6% | -3.8% |
| YTD | +55.0% | +76.6% | -21.6% | +15.4% |
| 1Y | +118.0% | +97.9% | +20.2% | +54.9% |
| All | +118.0% | +99.0% | +19.1% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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