+133.9%
NOK vs EXC
+201.2%
-67.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.0% | -1.9% | +12.9% | +11.6% |
| 30D | -16.0% | +7.8% | -23.8% | -18.1% |
| 3M | -19.8% | +1.9% | -21.6% | -20.5% |
| 6M | -37.1% | +3.4% | -40.5% | -38.4% |
| YTD | +28.0% | +7.6% | +20.4% | +23.2% |
| 1Y | +17.9% | +2.1% | +15.8% | +15.6% |
| 3Y | +152.7% | +29.6% | +123.1% | +125.1% |
| 5Y | +62.3% | +39.5% | +22.8% | +39.7% |
| All | +133.9% | +201.2% | -67.3% | +77.4% |
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