+147.0%
NOK vs FITB
+144.0%
+3.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +5.4% | +2.8% | +2.6% | +4.6% |
| 30D | -14.1% | +9.8% | -23.9% | -16.2% |
| 3M | -23.6% | -5.2% | -18.4% | -22.6% |
| 6M | -45.1% | +17.3% | -62.5% | -47.4% |
| YTD | +24.7% | +19.3% | +5.4% | +18.5% |
| 1Y | +19.0% | +32.7% | -13.7% | +9.7% |
| 3Y | +147.0% | +141.6% | +5.4% | +73.4% |
| All | +147.0% | +144.0% | +3.0% | +73.4% |
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