+138.6%
NOK vs FTV
+80.7%
+57.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | -4.0% | +14.9% | +12.9% |
| 30D | +7.8% | -11.0% | +18.9% | +13.5% |
| 3M | -21.0% | -8.4% | -12.6% | -18.3% |
| 6M | +40.9% | -2.6% | +43.4% | +41.3% |
| YTD | +72.0% | -0.6% | +72.6% | +69.4% |
| 1Y | +140.9% | +11.0% | +130.0% | +124.1% |
| 3Y | +194.3% | -6.3% | +200.6% | +191.0% |
| 5Y | +112.5% | -1.5% | +114.1% | +101.3% |
| All | +138.6% | +80.7% | +57.8% | +80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling