-3.6%
NOK vs FTI
+2,117.5%
-2,121.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.8% |
| 7D | +7.3% | -0.2% | +7.4% | +7.2% |
| 30D | +13.8% | +12.3% | +1.4% | +9.5% |
| 3M | -27.0% | +13.8% | -40.8% | -30.2% |
| 6M | +37.6% | +24.3% | +13.3% | +27.8% |
| YTD | +64.6% | +75.8% | -11.2% | +36.8% |
| 1Y | +132.0% | +99.6% | +32.4% | +84.8% |
| 3Y | +183.7% | +278.4% | -94.8% | +75.5% |
| 5Y | +101.3% | +1,168.7% | -1,067.4% | -23.5% |
| 10Y | +122.4% | +297.5% | -175.1% | +5.2% |
| All | -3.6% | +2,117.5% | -2,121.1% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling