+138.6%
NOK vs VIG
+250.0%
-111.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.1% |
| 7D | +11.0% | -1.1% | +12.0% | +12.1% |
| 30D | +7.8% | -2.7% | +10.6% | +10.7% |
| 3M | -21.0% | +2.5% | -23.6% | -22.9% |
| 6M | +40.9% | +9.2% | +31.7% | +30.1% |
| YTD | +72.0% | +9.8% | +62.2% | +58.1% |
| 1Y | +140.9% | +12.4% | +128.5% | +116.6% |
| 3Y | +194.3% | +55.9% | +138.4% | +93.5% |
| 5Y | +112.5% | +63.9% | +48.6% | +34.3% |
| All | +138.6% | +250.0% | -111.5% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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