+28.6%
NOK vs VIVK
-100.0%
+128.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.3% |
| 7D | +8.7% | -9.5% | +18.2% | +8.7% |
| 30D | +12.5% | -35.1% | +47.6% | +12.5% |
| 3M | -20.7% | -93.4% | +72.6% | -20.8% |
| 6M | +36.2% | -98.0% | +134.1% | +36.1% |
| YTD | +64.1% | -97.9% | +162.0% | +64.0% |
| 1Y | +132.4% | -100.0% | +232.4% | +132.1% |
| 3Y | +182.9% | -100.0% | +282.8% | +182.6% |
| 5Y | +102.8% | -100.0% | +202.8% | +102.6% |
| 10Y | +126.8% | -100.0% | +226.8% | +128.5% |
| All | +28.6% | -100.0% | +128.6% | +55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling