+184.5%
NOK vs FTI
+274.9%
-90.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.1% |
| 7D | +9.3% | -2.3% | +11.7% | +9.8% |
| 30D | +17.9% | +5.0% | +12.8% | +16.8% |
| 3M | -22.3% | +13.8% | -36.2% | -24.2% |
| 6M | +36.4% | +22.9% | +13.5% | +31.7% |
| YTD | +66.3% | +75.0% | -8.7% | +53.2% |
| 1Y | +134.4% | +96.9% | +37.5% | +112.2% |
| All | +184.5% | +274.9% | -90.5% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 3y: compounded portfolio wealth divided by compounded FTI 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…
3y analysis · Full analysis span regression · 6 months rolling