+285.9%
NOK vs FE
+561.4%
-275.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.2% | +2.9% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | +4.7% | -1.2% | +5.9% | +5.1% |
| 3M | -39.7% | +3.5% | -43.1% | -40.7% |
| 6M | +23.1% | -6.1% | +29.1% | +25.0% |
| YTD | +55.0% | +7.6% | +47.4% | +49.5% |
| 1Y | +118.0% | +11.9% | +106.1% | +106.9% |
| 3Y | +170.5% | +48.4% | +122.1% | +128.1% |
| 5Y | +84.9% | +44.8% | +40.1% | +55.9% |
| 10Y | +112.0% | +115.9% | -3.9% | +43.6% |
| All | +285.9% | +561.4% | -275.6% | +66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling