+184.5%
NOK vs FITB
+128.2%
+56.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +9.3% | -0.4% | +9.7% | +9.4% |
| 30D | +17.9% | -5.1% | +23.0% | +19.5% |
| 3M | -22.3% | +3.5% | -25.8% | -23.0% |
| 6M | +36.4% | +17.2% | +19.2% | +30.5% |
| YTD | +66.3% | +17.6% | +48.7% | +58.6% |
| 1Y | +134.4% | +23.4% | +111.1% | +120.1% |
| All | +184.5% | +128.2% | +56.3% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling