+180.8%
NOK vs EXE
+18.1%
+162.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | +8.7% | -2.2% | +10.9% | +8.9% |
| 30D | +12.5% | -0.8% | +13.3% | +12.5% |
| 3M | -20.7% | +10.0% | -30.8% | -21.7% |
| 6M | +36.2% | -6.3% | +42.5% | +36.9% |
| YTD | +64.1% | -10.7% | +74.8% | +65.9% |
| 1Y | +132.4% | +2.7% | +129.7% | +127.8% |
| All | +180.8% | +18.1% | +162.7% | +154.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling