+129.0%
NOK vs FND
+57.3%
+71.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +9.3% | -0.8% | +10.1% | +9.4% |
| 30D | +17.9% | -19.6% | +37.4% | +22.4% |
| 3M | -22.3% | -4.3% | -18.0% | -22.3% |
| 6M | +36.4% | -20.4% | +56.8% | +40.2% |
| YTD | +66.3% | -21.9% | +88.2% | +70.4% |
| 1Y | +134.4% | -45.2% | +179.6% | +157.3% |
| 3Y | +186.6% | -49.2% | +235.8% | +210.0% |
| 5Y | +102.7% | -61.8% | +164.5% | +122.5% |
| All | +129.0% | +57.3% | +71.7% | +83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling