+95.8%
NOK vs FN
+3,620.5%
-3,524.7%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.5% | +2.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.4% |
| 30D | +4.7% | -22.0% | +26.7% | +9.7% |
| 3M | -39.7% | -43.0% | +3.4% | -32.7% |
| 6M | +23.1% | -27.7% | +50.8% | +30.0% |
| YTD | +55.0% | -10.5% | +65.5% | +56.5% |
| 1Y | +118.0% | +12.5% | +105.6% | +109.8% |
| 3Y | +170.5% | +153.8% | +16.7% | +109.2% |
| 5Y | +84.9% | +288.0% | -203.1% | +27.6% |
| 10Y | +112.0% | +906.4% | -794.4% | +17.3% |
| All | +95.8% | +3,620.5% | -3,524.7% | -6.2% |
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