+118.0%
NOK vs FTV
+21.5%
+96.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +2.7% |
| 7D | -1.8% | -4.6% | +2.8% | -1.4% |
| 30D | +4.7% | -7.2% | +11.9% | +5.3% |
| 3M | -39.7% | -7.3% | -32.4% | -39.0% |
| 6M | +23.1% | -1.6% | +24.7% | +23.7% |
| YTD | +55.0% | +3.3% | +51.7% | +55.9% |
| 1Y | +118.0% | +20.2% | +97.8% | +126.6% |
| All | +118.0% | +21.5% | +96.5% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling