+140.9%
NOK vs FFIV
+26.0%
+114.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.3% | +1.5% | +3.4% |
| 7D | +11.0% | +5.4% | +5.5% | +8.5% |
| 30D | +7.8% | -2.7% | +10.5% | +8.9% |
| 3M | -21.0% | +4.5% | -25.5% | -21.7% |
| 6M | +40.9% | +42.2% | -1.3% | +34.2% |
| YTD | +72.0% | +61.3% | +10.7% | +67.4% |
| 1Y | +140.9% | +23.0% | +117.9% | +118.9% |
| All | +140.9% | +26.0% | +114.9% | +118.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling