+130.6%
NOK vs TER
+1,912.5%
-1,781.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +9.3% | +12.4% | -3.0% | +6.1% |
| 30D | +17.9% | +5.1% | +12.7% | +16.3% |
| 3M | -22.3% | +4.0% | -26.3% | -23.4% |
| 6M | +36.4% | +29.5% | +6.8% | +26.1% |
| YTD | +66.3% | +98.5% | -32.2% | +38.0% |
| 1Y | +134.4% | +234.1% | -99.7% | +68.2% |
| 3Y | +186.6% | +289.0% | -102.4% | +83.5% |
| 5Y | +102.7% | +228.2% | -125.5% | +30.7% |
| All | +130.6% | +1,912.5% | -1,781.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling