+180.8%
NOK vs EWT
+193.0%
-12.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | +0.4% |
| 7D | +8.7% | -1.1% | +9.8% | +9.5% |
| 30D | +12.5% | +4.8% | +7.7% | +9.1% |
| 3M | -20.7% | +11.1% | -31.9% | -25.5% |
| 6M | +36.2% | +54.6% | -18.5% | +10.3% |
| YTD | +64.1% | +71.4% | -7.3% | +26.8% |
| 1Y | +132.4% | +82.1% | +50.3% | +74.5% |
| All | +180.8% | +193.0% | -12.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling