+183.7%
NOK vs FFIV
+141.9%
+41.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | +7.3% | -1.5% | +8.8% | +7.9% |
| 30D | +13.8% | -2.7% | +16.4% | +14.8% |
| 3M | -27.0% | -1.7% | -25.3% | -26.2% |
| 6M | +37.6% | +36.1% | +1.5% | +28.2% |
| YTD | +64.6% | +52.6% | +12.0% | +49.6% |
| 1Y | +132.0% | +21.5% | +110.5% | +120.1% |
| 3Y | +183.7% | +142.7% | +41.0% | +93.6% |
| All | +183.7% | +141.9% | +41.7% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling