+86.3%
NOK vs VG
-50.2%
+136.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.4% | +6.7% |
| 7D | -1.4% | -8.3% | +6.9% | -1.2% |
| 30D | -21.0% | -10.3% | -10.7% | -20.8% |
| 3M | -12.6% | -10.8% | -1.8% | -12.3% |
| 6M | -36.2% | +3.5% | -39.7% | -36.3% |
| YTD | +26.4% | +74.0% | -47.5% | +21.5% |
| 1Y | +19.6% | +48.9% | -29.3% | +15.7% |
| All | +86.3% | -50.2% | +136.6% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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