+127.9%
NOK vs F
+64.5%
+63.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.4% | -3.1% | +8.5% | +6.3% |
| 30D | -14.1% | 0.0% | -14.2% | -14.3% |
| 3M | -23.6% | -13.2% | -10.4% | -20.7% |
| 6M | -45.1% | -10.2% | -34.9% | -44.0% |
| YTD | +24.7% | -4.9% | +29.7% | +24.2% |
| 1Y | +19.0% | -6.1% | +25.1% | +19.0% |
| 3Y | +147.0% | +46.0% | +101.1% | +106.8% |
| 5Y | +58.2% | -15.7% | +73.9% | +50.9% |
| All | +127.9% | +64.5% | +63.5% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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