+138.6%
NOK vs VIVK
-100.0%
+238.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -7.4% | +12.2% | +4.9% |
| 7D | +11.0% | -4.4% | +15.3% | +11.0% |
| 30D | +7.8% | -40.8% | +48.7% | +8.3% |
| 3M | -21.0% | -94.1% | +73.1% | -19.3% |
| 6M | +40.9% | -98.2% | +139.1% | +44.5% |
| YTD | +72.0% | -98.0% | +170.0% | +74.9% |
| 1Y | +140.9% | -100.0% | +240.9% | +153.8% |
| 3Y | +194.3% | -100.0% | +294.2% | +208.0% |
| 5Y | +112.5% | -100.0% | +212.5% | +122.8% |
| All | +138.6% | -100.0% | +238.5% | +122.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling