+45.5%
NOK vs FN
+170.4%
-124.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | -0.3% |
| 7D | -10.5% | 0.0% | -10.5% | -10.8% |
| 30D | -27.9% | -34.3% | +6.4% | -20.3% |
| 3M | -18.8% | -39.9% | +21.1% | -9.0% |
| 6M | -41.9% | -51.8% | +9.9% | -32.2% |
| YTD | +18.4% | -28.1% | +46.5% | +27.8% |
| 1Y | +10.9% | -29.1% | +39.9% | +19.4% |
| 3Y | +137.9% | +102.4% | +35.4% | +95.8% |
| All | +45.5% | +170.4% | -124.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling