+138.6%
NOK vs VEA
+165.0%
-26.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +3.6% |
| 7D | +11.0% | -1.5% | +12.4% | +12.8% |
| 30D | +7.8% | -0.8% | +8.7% | +8.9% |
| 3M | -21.0% | +2.5% | -23.5% | -22.4% |
| 6M | +40.9% | +11.1% | +29.7% | +27.6% |
| YTD | +72.0% | +17.2% | +54.9% | +46.8% |
| 1Y | +140.9% | +24.5% | +116.4% | +92.8% |
| 3Y | +194.3% | +75.4% | +118.8% | +62.5% |
| 5Y | +112.5% | +61.1% | +51.4% | +29.3% |
| All | +138.6% | +165.0% | -26.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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