+123.8%
NOK vs F
+88.0%
+35.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.1% | +6.6% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -21.0% | +2.9% | -23.9% | -21.8% |
| 3M | -12.6% | -9.5% | -3.1% | -10.4% |
| 6M | -36.2% | +4.0% | -40.2% | -37.6% |
| YTD | +26.4% | -1.3% | +27.7% | +24.6% |
| 1Y | +19.6% | -1.9% | +21.5% | +18.1% |
| 3Y | +152.6% | +53.5% | +99.1% | +108.4% |
| 5Y | +57.3% | -15.1% | +72.4% | +49.7% |
| 10Y | +123.8% | +81.0% | +42.8% | +42.5% |
| All | +123.8% | +88.0% | +35.8% | +42.5% |
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