+102.7%
NOK vs FFIV
+100.0%
+2.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.8% | -0.7% |
| 7D | +9.3% | +3.5% | +5.9% | +7.7% |
| 30D | +17.9% | -1.3% | +19.2% | +18.4% |
| 3M | -22.3% | +2.4% | -24.7% | -22.9% |
| 6M | +36.4% | +41.8% | -5.4% | +19.7% |
| YTD | +66.3% | +58.5% | +7.8% | +39.5% |
| 1Y | +134.4% | +24.3% | +110.1% | +113.6% |
| 3Y | +186.6% | +152.0% | +34.6% | +79.3% |
| 5Y | +102.7% | +99.1% | +3.6% | +37.9% |
| All | +102.7% | +100.0% | +2.7% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling