+138.6%
NOK vs VMC
+156.6%
-18.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +3.9% | +4.6% |
| 7D | +11.0% | -3.8% | +14.7% | +12.1% |
| 30D | +7.8% | -9.7% | +17.5% | +10.8% |
| 3M | -21.0% | -9.6% | -11.4% | -19.3% |
| 6M | +40.9% | -4.8% | +45.7% | +41.8% |
| YTD | +72.0% | -10.9% | +82.9% | +75.3% |
| 1Y | +140.9% | -15.6% | +156.5% | +149.0% |
| 3Y | +194.3% | +19.3% | +174.9% | +170.5% |
| 5Y | +112.5% | +48.0% | +64.5% | +81.8% |
| All | +138.6% | +156.6% | -18.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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