+142.6%
NOK vs VG
-38.0%
+180.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.1% | +4.0% | +6.2% |
| 7D | +7.3% | -2.5% | +9.8% | +7.3% |
| 30D | +13.8% | +11.1% | +2.7% | +13.6% |
| 3M | -27.0% | +14.9% | -41.9% | -27.2% |
| 6M | +37.6% | +18.4% | +19.2% | +36.1% |
| YTD | +64.6% | +116.6% | -52.0% | +57.4% |
| 1Y | +132.0% | +9.4% | +122.7% | +128.1% |
| All | +142.6% | -38.0% | +180.6% | +129.3% |
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