+104.1%
NOK vs FOXA
+92.4%
+11.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.2% | +3.6% | +4.4% |
| 7D | +11.0% | +0.8% | +10.2% | +10.7% |
| 30D | +7.8% | +5.0% | +2.8% | +6.0% |
| 3M | -21.0% | -3.0% | -18.0% | -21.2% |
| 6M | +40.9% | +14.8% | +26.1% | +32.3% |
| YTD | +72.0% | -8.9% | +80.9% | +74.4% |
| 1Y | +140.9% | +13.3% | +127.6% | +124.4% |
| 3Y | +194.3% | +115.4% | +78.8% | +110.1% |
| 5Y | +112.5% | +95.3% | +17.2% | +55.0% |
| All | +104.1% | +92.4% | +11.7% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling