+102.7%
NOK vs VFC
-78.7%
+181.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | +9.3% | -2.3% | +11.7% | +9.7% |
| 30D | +17.9% | -13.4% | +31.2% | +20.0% |
| 3M | -22.3% | -23.7% | +1.4% | -19.7% |
| 6M | +36.4% | -24.5% | +60.8% | +40.2% |
| YTD | +66.3% | -27.8% | +94.1% | +71.6% |
| 1Y | +134.4% | -13.5% | +147.9% | +132.8% |
| 3Y | +186.6% | -27.1% | +213.7% | +171.6% |
| 5Y | +102.7% | -79.0% | +181.7% | +202.8% |
| All | +102.7% | -78.7% | +181.4% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling