+83.0%
NOK vs FTV
+127.6%
-44.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +5.4% | +3.9% | +1.5% | +3.6% |
| 30D | -14.1% | +18.7% | -32.8% | -20.4% |
| 3M | -23.6% | +10.0% | -33.6% | -26.8% |
| 6M | -45.1% | +14.6% | -59.7% | -48.6% |
| YTD | +24.7% | +23.4% | +1.3% | +11.6% |
| 1Y | +19.0% | +31.3% | -12.3% | +3.3% |
| 3Y | +147.0% | +39.8% | +107.2% | +102.6% |
| 5Y | +58.2% | +17.7% | +40.5% | +38.7% |
| 10Y | +122.3% | +110.2% | +12.0% | +47.5% |
| All | +83.0% | +127.6% | -44.6% | +20.6% |
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 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