+180.8%
NOK vs FTV
-5.5%
+186.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.7% |
| 7D | +8.7% | -5.2% | +13.9% | +10.2% |
| 30D | +12.5% | -11.5% | +24.0% | +16.2% |
| 3M | -20.7% | -9.0% | -11.7% | -18.9% |
| 6M | +36.2% | -2.0% | +38.2% | +36.3% |
| YTD | +64.1% | -0.9% | +65.1% | +62.8% |
| 1Y | +132.4% | +14.8% | +117.6% | +118.4% |
| All | +180.8% | -5.5% | +186.3% | +178.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling