+105.5%
NOK vs EXE
+98.8%
+6.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +9.3% | -2.7% | +12.1% | +9.8% |
| 30D | +17.9% | -0.4% | +18.2% | +17.8% |
| 3M | -22.3% | +9.5% | -31.8% | -23.6% |
| 6M | +36.4% | -9.3% | +45.7% | +38.1% |
| YTD | +66.3% | -10.9% | +77.2% | +68.5% |
| 1Y | +134.4% | +4.3% | +130.1% | +129.3% |
| 3Y | +186.6% | +18.8% | +167.8% | +168.9% |
| All | +105.5% | +98.8% | +6.6% | +77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling