+21.3%
NOK vs FE
+6.1%
+15.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -10.4% | +1.7% | -12.1% | -9.5% |
| 30D | -19.0% | +8.1% | -27.1% | -15.7% |
| 3M | -16.7% | -1.3% | -15.4% | -17.4% |
| 6M | -37.1% | +2.9% | -40.0% | -35.9% |
| YTD | +27.7% | +8.6% | +19.1% | +34.8% |
| 1Y | +21.3% | +6.3% | +15.0% | +29.1% |
| All | +21.3% | +6.1% | +15.2% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling