+60.7%
NOK vs FN
+169.4%
-108.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.3% | +4.8% | -0.7% |
| 7D | +5.4% | +0.3% | +5.1% | +5.1% |
| 30D | -14.1% | -16.5% | +2.4% | -10.5% |
| 3M | -23.6% | -42.1% | +18.5% | -13.8% |
| 6M | -45.1% | -52.9% | +7.7% | -35.9% |
| YTD | +24.7% | -28.0% | +52.7% | +34.4% |
| 1Y | +19.0% | -18.5% | +37.5% | +25.3% |
| 3Y | +147.0% | +93.9% | +53.2% | +105.7% |
| All | +60.7% | +169.4% | -108.7% | +10.9% |
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