+128.5%
NOK vs VG
-39.3%
+167.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.7% |
| 7D | -1.8% | +1.7% | -3.5% | -1.8% |
| 30D | +4.7% | +16.0% | -11.3% | +4.5% |
| 3M | -39.7% | +9.7% | -49.4% | -39.7% |
| 6M | +23.1% | +29.6% | -6.5% | +21.0% |
| YTD | +55.0% | +112.0% | -57.0% | +48.3% |
| 1Y | +118.0% | +12.8% | +105.2% | +113.7% |
| All | +128.5% | -39.3% | +167.8% | +116.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling