+1,250.5%
NOK vs VFC
+755.6%
+494.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.8% | -3.5% |
| 7D | +5.4% | +1.6% | +3.7% | +4.8% |
| 30D | -14.1% | +25.5% | -39.6% | -20.3% |
| 3M | -23.6% | +41.3% | -64.9% | -31.9% |
| 6M | -45.1% | +22.2% | -67.4% | -49.5% |
| YTD | +24.7% | +16.4% | +8.3% | +14.6% |
| 1Y | +19.0% | +38.4% | -19.4% | +2.7% |
| 3Y | +147.0% | +56.2% | +90.8% | +69.5% |
| 5Y | +58.2% | -68.2% | +126.3% | +95.2% |
| 10Y | +122.3% | -48.4% | +170.6% | +97.2% |
| All | +1,250.5% | +755.6% | +494.9% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling