+127.6%
NOK vs VFC
-70.4%
+198.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.0% |
| 7D | +8.7% | -3.3% | +12.0% | +9.3% |
| 30D | +12.5% | -14.0% | +26.5% | +15.4% |
| 3M | -20.7% | -22.6% | +1.8% | -17.5% |
| 6M | +36.2% | -24.7% | +60.9% | +41.4% |
| YTD | +64.1% | -29.0% | +93.1% | +71.6% |
| 1Y | +132.4% | -13.8% | +146.2% | +130.8% |
| 3Y | +182.9% | -28.2% | +211.1% | +164.2% |
| 5Y | +102.8% | -79.0% | +181.8% | +169.0% |
| All | +127.6% | -70.4% | +198.0% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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