+143.1%
NOK vs VLTO
+56.1%
+87.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.8% |
| 7D | -1.4% | +2.0% | -3.5% | -1.5% |
| 30D | -21.0% | +21.8% | -42.8% | -21.9% |
| 3M | -12.6% | +20.2% | -32.8% | -13.5% |
| 6M | -36.2% | +36.3% | -72.5% | -38.8% |
| YTD | +26.4% | +18.8% | +7.6% | +25.7% |
| 1Y | +19.6% | +20.4% | -0.8% | +18.2% |
| 3Y | +152.6% | +71.9% | +80.7% | +118.2% |
| All | +143.1% | +56.1% | +87.0% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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