+102.8%
NOK vs FTV
-3.0%
+105.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.3% |
| 7D | +8.7% | -5.2% | +13.9% | +11.2% |
| 30D | +12.5% | -11.5% | +24.0% | +18.5% |
| 3M | -20.7% | -9.0% | -11.7% | -17.9% |
| 6M | +36.2% | -2.0% | +38.2% | +36.1% |
| YTD | +64.1% | -0.9% | +65.1% | +61.6% |
| 1Y | +132.4% | +14.8% | +117.6% | +110.9% |
| 3Y | +182.9% | -5.5% | +188.4% | +178.4% |
| 5Y | +102.8% | -1.9% | +104.7% | +83.3% |
| All | +102.8% | -3.0% | +105.8% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling