+115.1%
NOK vs EWZ
+59.6%
+55.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.0% | +5.8% | +5.1% |
| 7D | +11.0% | +0.9% | +10.1% | +10.6% |
| 30D | +7.8% | +12.8% | -4.9% | +3.5% |
| 3M | -21.0% | +10.8% | -31.8% | -23.7% |
| 6M | +40.9% | +2.5% | +38.4% | +39.1% |
| YTD | +72.0% | +21.4% | +50.7% | +60.6% |
| 1Y | +140.9% | +32.8% | +108.1% | +118.0% |
| 3Y | +194.3% | +45.2% | +149.1% | +156.4% |
| All | +115.1% | +59.6% | +55.5% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 5y: compounded portfolio wealth divided by compounded EWZ 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…
5y analysis · Full analysis span regression · 6 months rolling