+197.1%
NOK vs EXE
+182.2%
+14.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -2.1% | +6.9% | +5.1% |
| 7D | +11.0% | -3.1% | +14.1% | +11.5% |
| 30D | +7.8% | -0.9% | +8.8% | +7.9% |
| 3M | -21.0% | +9.6% | -30.6% | -22.4% |
| 6M | +40.9% | -11.6% | +52.5% | +43.2% |
| YTD | +72.0% | -12.6% | +84.6% | +74.8% |
| 1Y | +140.9% | +1.2% | +139.7% | +136.8% |
| 3Y | +194.3% | +18.0% | +176.2% | +176.2% |
| 5Y | +112.5% | +101.1% | +11.4% | +80.2% |
| All | +197.1% | +182.2% | +14.9% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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