+137.9%
NOK vs FE
+44.1%
+93.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -10.5% | 0.0% | -10.5% | -10.5% |
| 30D | -27.9% | +5.2% | -33.1% | -27.8% |
| 3M | -18.8% | 0.0% | -18.7% | -18.8% |
| 6M | -41.9% | +5.0% | -47.0% | -42.3% |
| YTD | +18.4% | +7.9% | +10.5% | +17.1% |
| 1Y | +10.9% | +6.3% | +4.5% | +9.9% |
| 3Y | +137.9% | +46.0% | +91.9% | +109.9% |
| All | +137.9% | +44.1% | +93.8% | +109.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling