+141.4%
NOK vs FTV
+89.3%
+52.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.8% | +6.9% | +6.5% |
| 7D | +7.3% | -0.4% | +7.6% | +7.4% |
| 30D | +13.8% | -8.3% | +22.1% | +18.1% |
| 3M | -27.0% | -7.4% | -19.6% | -24.9% |
| 6M | +37.6% | -1.2% | +38.8% | +37.2% |
| YTD | +64.6% | +2.7% | +61.9% | +59.8% |
| 1Y | +132.0% | +18.4% | +113.6% | +109.4% |
| 3Y | +183.7% | -2.0% | +185.7% | +174.9% |
| 5Y | +101.3% | +3.4% | +97.9% | +86.7% |
| 10Y | +122.4% | +78.5% | +43.9% | +61.4% |
| All | +141.4% | +89.3% | +52.1% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling