+130.6%
NOK vs EXC
+161.2%
-30.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +9.3% | +0.3% | +9.0% | +9.2% |
| 30D | +17.9% | -0.9% | +18.7% | +18.1% |
| 3M | -22.3% | -2.7% | -19.6% | -22.1% |
| 6M | +36.4% | -9.4% | +45.8% | +39.5% |
| YTD | +66.3% | +3.0% | +63.3% | +62.7% |
| 1Y | +134.4% | +5.1% | +129.3% | +127.7% |
| 3Y | +186.6% | +20.6% | +166.0% | +162.2% |
| 5Y | +102.7% | +45.7% | +57.0% | +72.7% |
| All | +130.6% | +161.2% | -30.6% | +75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling