+74.5%
NOK vs VG
-51.4%
+125.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -10.5% | -22.0% | +11.5% | -10.0% |
| 30D | -27.9% | -11.6% | -16.2% | -27.6% |
| 3M | -18.8% | -14.9% | -3.9% | -18.4% |
| 6M | -41.9% | -3.5% | -38.4% | -41.9% |
| YTD | +18.4% | +70.0% | -51.6% | +13.8% |
| 1Y | +10.9% | +50.0% | -39.1% | +7.2% |
| All | +74.5% | -51.4% | +125.8% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling