+49.6%
NOK vs FN
+2,887.5%
-2,837.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.7% | -9.0% | +0.2% |
| 7D | -10.5% | 0.0% | -10.5% | -10.8% |
| 30D | -27.9% | -34.3% | +6.4% | -21.3% |
| 3M | -18.8% | -39.9% | +21.1% | -10.0% |
| 6M | -41.9% | -51.8% | +9.9% | -32.8% |
| YTD | +18.4% | -28.1% | +46.5% | +25.3% |
| 1Y | +10.9% | -29.1% | +39.9% | +17.1% |
| 3Y | +137.9% | +102.4% | +35.4% | +93.4% |
| 5Y | +47.8% | +171.7% | -123.9% | +10.1% |
| 10Y | +116.4% | +773.5% | -657.1% | +24.0% |
| All | +49.6% | +2,887.5% | -2,837.9% | -24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling