+21.3%
NOK vs VIVK
-100.0%
+121.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -27.5% | +24.9% | -2.5% |
| 7D | -10.4% | -68.7% | +58.3% | -10.3% |
| 30D | -19.0% | -90.0% | +71.0% | -18.6% |
| 3M | -16.7% | -98.1% | +81.3% | -16.6% |
| 6M | -37.1% | -99.9% | +62.8% | -36.9% |
| YTD | +27.7% | -99.9% | +127.6% | +26.4% |
| 1Y | +21.3% | -100.0% | +121.3% | +24.6% |
| All | +21.3% | -100.0% | +121.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling