+121.8%
NOK vs FIVE
+563.4%
-441.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.6% | +1.2% | +5.7% |
| 7D | -1.4% | +6.2% | -7.6% | -2.5% |
| 30D | -21.0% | +18.2% | -39.2% | -23.5% |
| 3M | -12.6% | +3.8% | -16.4% | -13.5% |
| 6M | -36.2% | +13.7% | -49.9% | -38.3% |
| YTD | +26.4% | +34.7% | -8.3% | +17.9% |
| 1Y | +19.6% | +66.6% | -47.0% | +6.9% |
| 3Y | +152.6% | +44.3% | +108.3% | +121.4% |
| 5Y | +57.3% | +18.8% | +38.5% | +38.8% |
| All | +121.8% | +563.4% | -441.6% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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