-58.9%
NOK vs EWT
+590.1%
-649.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.5% |
| 7D | +7.3% | +1.6% | +5.6% | +6.1% |
| 30D | +13.8% | +8.2% | +5.6% | +8.3% |
| 3M | -27.0% | +11.1% | -38.1% | -31.3% |
| 6M | +37.6% | +60.4% | -22.8% | +3.2% |
| YTD | +64.6% | +75.6% | -11.0% | +16.5% |
| 1Y | +132.0% | +91.3% | +40.7% | +55.1% |
| 3Y | +183.7% | +200.3% | -16.6% | +39.0% |
| 5Y | +101.3% | +156.4% | -55.1% | +9.3% |
| 10Y | +122.4% | +495.8% | -373.4% | -30.0% |
| All | -58.9% | +590.1% | -649.1% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling