+127.6%
NOK vs FITB
+288.7%
-161.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | -1.0% | +9.7% | +9.0% |
| 30D | +12.5% | -5.5% | +18.0% | +14.4% |
| 3M | -20.7% | +4.1% | -24.9% | -21.7% |
| 6M | +36.2% | +18.7% | +17.4% | +28.9% |
| YTD | +64.1% | +18.2% | +46.0% | +55.3% |
| 1Y | +132.4% | +23.7% | +108.7% | +116.2% |
| 3Y | +182.9% | +130.8% | +52.1% | +114.4% |
| 5Y | +102.8% | +69.8% | +33.0% | +66.0% |
| All | +127.6% | +288.7% | -161.1% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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