+102.8%
NOK vs FTI
+1,109.5%
-1,006.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -0.8% |
| 7D | +8.7% | -5.6% | +14.3% | +9.7% |
| 30D | +12.5% | +0.4% | +12.1% | +12.4% |
| 3M | -20.7% | +8.1% | -28.9% | -21.9% |
| 6M | +36.2% | +16.7% | +19.5% | +32.6% |
| YTD | +64.1% | +70.0% | -5.8% | +51.1% |
| 1Y | +132.4% | +85.4% | +46.9% | +110.8% |
| 3Y | +182.9% | +265.9% | -83.1% | +127.9% |
| 5Y | +102.8% | +1,072.7% | -970.0% | +30.2% |
| All | +102.8% | +1,109.5% | -1,006.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling