+129.8%
NOK vs FE
+110.4%
+19.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +9.3% | -0.2% | +9.5% | +9.4% |
| 30D | +17.9% | -1.2% | +19.0% | +18.1% |
| 3M | -22.3% | +1.7% | -24.0% | -22.9% |
| 6M | +36.4% | -7.5% | +43.9% | +38.5% |
| YTD | +66.3% | +6.3% | +60.0% | +62.5% |
| 1Y | +134.4% | +10.9% | +123.6% | +126.1% |
| 3Y | +186.6% | +46.9% | +139.6% | +153.1% |
| 5Y | +102.7% | +47.6% | +55.1% | +78.0% |
| 10Y | +129.8% | +114.5% | +15.3% | +100.2% |
| All | +129.8% | +110.4% | +19.5% | +100.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling