+127.6%
NOK vs FDS
+66.9%
+60.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | +0.2% |
| 7D | +8.7% | -16.0% | +24.7% | +13.4% |
| 30D | +12.5% | -6.7% | +19.2% | +13.9% |
| 3M | -20.7% | +6.0% | -26.7% | -23.9% |
| 6M | +36.2% | +25.1% | +11.1% | +21.5% |
| YTD | +64.1% | -8.1% | +72.3% | +63.4% |
| 1Y | +132.4% | -26.0% | +158.4% | +150.5% |
| 3Y | +182.9% | -36.4% | +219.3% | +219.5% |
| 5Y | +102.8% | -27.7% | +130.5% | +113.1% |
| All | +127.6% | +66.9% | +60.8% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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