+127.6%
NOK vs FFIV
+238.2%
-110.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | +8.7% | +1.6% | +7.1% | +8.0% |
| 30D | +12.5% | -3.7% | +16.2% | +14.1% |
| 3M | -20.7% | +2.0% | -22.7% | -21.2% |
| 6M | +36.2% | +39.3% | -3.1% | +21.4% |
| YTD | +64.1% | +56.1% | +8.0% | +40.1% |
| 1Y | +132.4% | +22.0% | +110.4% | +114.3% |
| 3Y | +182.9% | +148.2% | +34.7% | +93.1% |
| 5Y | +102.8% | +96.3% | +6.5% | +48.1% |
| All | +127.6% | +238.2% | -110.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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