+127.6%
NOK vs EXC
+159.4%
-31.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | +8.7% | -1.6% | +10.3% | +9.2% |
| 30D | +12.5% | -2.4% | +14.9% | +13.3% |
| 3M | -20.7% | -4.0% | -16.8% | -20.3% |
| 6M | +36.2% | -9.8% | +45.9% | +39.4% |
| YTD | +64.1% | +2.3% | +61.8% | +60.9% |
| 1Y | +132.4% | +3.8% | +128.5% | +126.5% |
| 3Y | +182.9% | +19.7% | +163.1% | +159.3% |
| 5Y | +102.8% | +45.6% | +57.2% | +72.7% |
| All | +127.6% | +159.4% | -31.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EXC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling