+123.7%
NOK vs F
+77.5%
+46.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -20.4% | +0.9% | -21.3% | -20.7% |
| 3M | -9.6% | -11.3% | +1.7% | -6.9% |
| 6M | -35.6% | +2.0% | -37.7% | -36.7% |
| YTD | +27.5% | -3.2% | +30.7% | +26.3% |
| 1Y | +18.4% | -3.5% | +21.8% | +17.4% |
| 3Y | +151.8% | +48.1% | +103.7% | +110.0% |
| 5Y | +61.1% | -13.5% | +74.6% | +52.5% |
| 10Y | +123.7% | +72.2% | +51.5% | +45.0% |
| All | +123.7% | +77.5% | +46.2% | +45.0% |
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