+86.7%
NOK vs FIVE
+31.2%
+55.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.1% | -2.4% | +1.8% |
| 7D | -1.8% | +4.3% | -6.0% | -2.5% |
| 30D | +4.7% | +12.5% | -7.8% | +2.3% |
| 3M | -39.7% | +31.2% | -70.9% | -42.7% |
| 6M | +23.1% | +14.4% | +8.7% | +19.0% |
| YTD | +55.0% | +33.9% | +21.1% | +45.5% |
| 1Y | +118.0% | +65.1% | +53.0% | +96.1% |
| 3Y | +170.5% | +49.0% | +121.5% | +140.9% |
| All | +86.7% | +31.2% | +55.5% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling