+140.9%
NOK vs VFC
-10.6%
+151.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.4% | +0.4% | +5.0% |
| 7D | +11.0% | -1.4% | +12.4% | +10.8% |
| 30D | +7.8% | -9.0% | +16.8% | +7.2% |
| 3M | -21.0% | -24.2% | +3.2% | -22.0% |
| 6M | +40.9% | -18.5% | +59.4% | +39.9% |
| YTD | +72.0% | -25.9% | +97.9% | +70.6% |
| 1Y | +140.9% | -13.0% | +153.9% | +142.9% |
| All | +140.9% | -10.6% | +151.5% | +142.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling