+140.9%
NOK vs EWT
+85.6%
+55.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.8% | +3.0% | +3.2% |
| 7D | +11.0% | -1.1% | +12.1% | +12.1% |
| 30D | +7.8% | +4.5% | +3.4% | +3.7% |
| 3M | -21.0% | +8.3% | -29.3% | -26.1% |
| 6M | +40.9% | +54.2% | -13.3% | +10.8% |
| YTD | +72.0% | +74.6% | -2.6% | +28.0% |
| 1Y | +140.9% | +84.9% | +56.0% | +74.8% |
| All | +140.9% | +85.6% | +55.3% | +74.8% |
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