+123.8%
NOK vs FN
+837.6%
-713.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.9% | -5.1% | +3.8% |
| 7D | -1.4% | +16.3% | -17.7% | -5.4% |
| 30D | -21.0% | -24.7% | +3.7% | -15.7% |
| 3M | -12.6% | -34.9% | +22.3% | -3.9% |
| 6M | -36.2% | -41.1% | +4.9% | -28.4% |
| YTD | +26.4% | -19.6% | +46.1% | +31.4% |
| 1Y | +19.6% | -18.5% | +38.1% | +23.3% |
| 3Y | +152.6% | +119.1% | +33.4% | +96.3% |
| 5Y | +57.3% | +206.9% | -149.7% | +7.9% |
| 10Y | +123.8% | +826.4% | -702.6% | +16.1% |
| All | +123.8% | +837.6% | -713.8% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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