+102.8%
NOK vs FND
-62.8%
+165.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +8.7% | -5.1% | +13.8% | +9.7% |
| 30D | +12.5% | -22.5% | +35.0% | +17.8% |
| 3M | -20.7% | -5.0% | -15.7% | -20.7% |
| 6M | +36.2% | -21.5% | +57.7% | +40.7% |
| YTD | +64.1% | -23.0% | +87.2% | +68.9% |
| 1Y | +132.4% | -44.9% | +177.3% | +157.9% |
| 3Y | +182.9% | -50.0% | +232.8% | +208.8% |
| 5Y | +102.8% | -63.3% | +166.1% | +122.6% |
| All | +102.8% | -62.8% | +165.6% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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