+99.7%
NOK vs NVTS
-20.2%
+120.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -1.0% |
| 7D | +8.7% | +0.5% | +8.2% | +8.7% |
| 30D | +12.5% | -18.0% | +30.5% | +14.2% |
| 3M | -20.7% | -45.6% | +24.9% | -17.5% |
| 6M | +36.2% | +28.5% | +7.7% | +34.2% |
| YTD | +64.1% | +56.2% | +8.0% | +59.1% |
| 1Y | +132.4% | +97.7% | +34.7% | +119.7% |
| 3Y | +182.9% | +35.0% | +147.9% | +166.8% |
| All | +99.7% | -20.2% | +120.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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